Items where Author is "Nasekin, Sergey"

Journal Article

Andersen, Torben and Archakov, Ilya and Grund, Leon and Hautsch, Nikolaus and Li, Yifan and Nasekin, Sergey and Nolte, Ingmar and Pham, Manh and Taylor, Stephen and Todorov, Viktor (2021) A descriptive study of high-frequency trade and quote option data. Journal of Financial Econometrics, 19 (1). pp. 128-177. ISSN 1479-8409

Haerdle, Wolfgang and Lee Kuo Chuen, David and Nasekin, Sergey and Petukhina, Alla (2018) Tail Event Driven ASset allocation : evidence from equity and mutual funds’ markets. Journal of Asset Management, 19 (1). pp. 49-63. ISSN 1470-8272