Concepedia

Sylvia Endres

SE

2

Publications

74

Citations

2

H-Index

2018

Active since

Affiliations

Friedrich-Alexander-Universität Erlangen-Nürnberg(Current)

Sylvia Endres is an author at Friedrich-Alexander-Universität Erlangen-Nürnberg specializing in asset pricing, time series econometrics, and economics.

Top concepts

Publications per year

2018–2019

2

Publications

2

Pairs trading with a mean-reverting jump–diffusion model on high-frequency data

Johannes Stübinger, Sylvia Endres · Quantitative Finance · 2018 · 49 citations

A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns

Sylvia Endres, Johannes Stübinger · Quantitative Finance · 2019 · 25 citations

, , +23

Rows per page

1–2 of 2