Vitali Alexeev
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Person:1927115
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging Studies in Nonlinear Dynamics & Econometrics | 2024-06-11 | Paper |
| Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals Studies in Nonlinear Dynamics & Econometrics | 2023-04-19 | Paper |
| Equity portfolio diversification with high frequency data Quantitative Finance | 2018-09-19 | Paper |
| Localized level crossing random walk test robust to the presence of structural breaks Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Research outcomes over time
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