Vitali Alexeev

From MaRDI portal
Person:1927115

Available identifiers

zbMath Open alexeev.vitaliMaRDI QIDQ1927115

List of research outcomes





PublicationDate of PublicationType
Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging2024-06-11Paper
Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals2023-04-19Paper
Equity portfolio diversification with high frequency data2018-09-19Paper
Localized level crossing random walk test robust to the presence of structural breaks2012-12-30Paper

Research outcomes over time

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