E-LIB Suche - Ergebnisse für: Nasekin, Sergey

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A Descriptive Study of High-Frequency Trade and Quote Optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
Journal of Financial Econometrics. 19 (2021) 1 - p. 128-177 , 2021

Link: https://doi.org/10.1093/..

2

Quantifying systemic risk with factor copulas:

Chen, Cathy Yi-Hsuan ; Nasekin, Sergey
The European Journal of Finance. 26 (2020) 18 - p. 1926-1947 , 2020

Link: https://doi.org/10.1080/..

3

Deep learning-based cryptocurrency sentiment construction:

Nasekin, Sergey ; Chen, Cathy Yi-Hsuan
Digital Finance. 2 (2020) 1-2 - p. 39-67 , 2020

Link: https://doi.org/10.1007/..

4

Tail Event Driven ASset allocation: evidence from equity an..:

Härdle, Wolfgang Karl ; Lee, David Kuo Chuen ; Nasekin, Sergey.
Journal of Asset Management. 19 (2017) 1 - p. 49-63 , 2017

Link: https://doi.org/10.1057/..

5

TEDAS - Tail Event Driven ASset Allocation

SFB 649 discussion paper ; 2014-032

Nasekin, Sergey ; Härdle, Wolfgang ; Lee, David Kuo Chuen. , 2014

Link: http://hdl.handle.net/10..

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A descriptive study of high-frequency trade and quote optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
https://eprints.lancs.ac.uk/id/eprint/147058/1/DescriptiveProjectOPRA_Final_Full.pdf. , 2021

Link: https://eprints.lancs.ac..

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A Descriptive Study of High-Frequency Trade and Quote Optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
Andersen , T , Archakov , I , Grund , L , Hautsch , N , Li , Y , Nasekin , S , Nolte , I , Pham , M C , Taylor , S & Torodov , V 2021 , ' A Descriptive Study of High-Frequency Trade and Quote Option Data ' , Journal of Financial Econometrics , vol. 19 , no. 1 , pp. 128–177 . https://doi.org/10.1093/jjfinec/nbaa036. , 2021

Link: https://research.manches..

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