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Details about Alexandr Vladimirovich Shcherba

Workplace:Faculty of Economics, National Research University Higher School of Economics (HSE), (more information at EDIRC)

Access statistics for papers by Alexandr Vladimirovich Shcherba.

Last updated 2024-09-10. Update your information in the RePEc Author Service.

Short-id: psh528

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Journal Articles

2014

  1. Comparing «Realized volatility» models in the VaR calculation for the Russian equity market
    Applied Econometrics, 2014, 34, (2), 120-136 Downloads View citations (1)

2012

  1. Market risk valuation modeling for the European countries at the financial crisis of 2008
    Applied Econometrics, 2012, 27, (3), 20-35 Downloads View citations (2)

2011

  1. Comparison of VaR estimation methods for different forecasting samples for Russian stocks
    Applied Econometrics, 2011, 24, (4), 58-70 Downloads
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