Sergey Nasekin
Names
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Sergey |
| last: |
Nasekin |
Identifer
Contact
Affiliations
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Humboldt-Universität Berlin
/ Center for Applied Statistics and Econometrics (CASE)
Research profile
author of:
- TEDAS - Tail Event Driven ASset Allocation (RePEc:hum:wpaper:sfb649dp2014-032)
by Wolfgang Karl Härdle & Sergey Nasekin & David Lee Kuo Chuen & Phoon Kok Fai - Leveraged ETF options implied volatility paradox: a statistical study (RePEc:hum:wpaper:sfb649dp2016-004)
by Wolfgang Karl Härdle & Sergey Nasekin & Zhiwu Hong - TEDAS - Tail Event Driven ASset Allocation (RePEc:zbw:sfb649:sfb649dp2014-032)
by Härdle, Wolfgang Karl & Nasekin, Sergey & Lee, David Kuo Chuen & Fai, Phoon Kok - Tail event driven ASset allocation: Evidence from equity and mutual funds' markets (RePEc:zbw:sfb649:sfb649dp2015-045)
by Härdle, Wolfgang Karl & Lee, David Kuo Chuen & Nasekin, Sergey & Ni, Xinwen & Petukhina, Alla - Leveraged ETF options implied volatility paradox: A statistical study (RePEc:zbw:sfb649:sfb649dp2016-004)
by Härdle, Wolfgang Karl & Nasekin, Sergey & Hong, Zhiwu - The systemic risk of central SIFIs (RePEc:zbw:sfb649:sfb649dp2017-021)
by Chen, Cathy Yi-Hsuan & Nasekin, Sergey