Browsing All of EconStor by Author Nasekin, Sergey
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2014 | TEDAS - Tail Event Driven ASset Allocation | Härdle, Wolfgang Karl; Nasekin, Sergey; Lee, David Kuo Chuen; Fai, Phoon Kok |
2015 | Tail event driven ASset allocation: Evidence from equity and mutual funds' markets | Härdle, Wolfgang Karl; Lee, David Kuo Chuen; Nasekin, Sergey; Ni, Xinwen; Petukhina, Alla |
2016 | Leveraged ETF options implied volatility paradox: A statistical study | Härdle, Wolfgang Karl; Nasekin, Sergey; Hong, Zhiwu |
2017 | The systemic risk of central SIFIs | Chen, Cathy Yi-Hsuan; Nasekin, Sergey |
2018 | Deep learning-based cryptocurrency sentiment construction | Nasekin, Sergey; Chen, Cathy Yi-Hsuan |