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Elena Silyakova

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This is information that was supplied by Elena Silyakova in registering through RePEc. If you are Elena Silyakova , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Elena
Middle Name:
Last Name: Silyakova
Suffix:

RePEc Short-ID: psi461

Email:
Homepage: http://lvb.wiwi.hu-berlin.de/members/personalpages/es
Postal Address:
Phone:

Affiliation

Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://sfb649.wiwi.hu-berlin.de/
Email:
Phone: +49-30-2093-5708
Fax: +49-30-2093-5617
Postal: Spandauer Str. 1,10178 Berlin
Handle: RePEc:edi:sohubde (more details at EDIRC)

Works

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Working papers

  1. Wolfgang Karl Härdle & Elena Silyakova, 2012. "Implied Basket Correlation Dynamics," SFB 649 Discussion Papers SFB649DP2012-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Wolfgang Karl Härdle & Elena Silyakova, 2010. "Volatility Investing with Variance Swaps," SFB 649 Discussion Papers SFB649DP2010-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2013-02-08. Author is listed
  2. NEP-RMG: Risk Management (1) 2013-02-08. Author is listed

Statistics

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Co-authorship network on CollEc

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