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Details about Sergey Nasekin

Workplace:Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Sergey Nasekin.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pna459

Working Papers

2017

  1. The systemic risk of central SIFIs
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2016

  1. Leveraged ETF options implied volatility paradox: A statistical study
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2015

  1. Tail event driven ASset allocation: Evidence from equity and mutual funds' markets
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2014

  1. TEDAS - Tail Event Driven ASset Allocation
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads
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