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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 2016-10-08. Update your information in the RePEc Author Service.

Short-id: pna459


Working Papers

2016

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

2014

  1. TEDAS - Tail Event Driven ASset Allocation
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (6)
 
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