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Ruslan Durdyev

Personal Details

First Name:Ruslan
Middle Name:
Last Name:Durdyev
Suffix:
RePEc Short-ID:pdu380
[This author has chosen not to make the email address public]
http://www.hse.ru/org/persons/14260872

Affiliation

International Laboratory of Quantitative Finance
National Research University Higher School of Economics

Moscow, Russia
http://ilqf.hse.ru/

: +7(495)7713232
+7(495)6287931
Myasnitskaya 20, Moscow 101000
RePEc:edi:qfhseru (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Durdyev, Ruslan & Peresetsky, Anatoly, 2014. "Autocorrelation in the global stochastic trend," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 39-58.

Citations

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Articles

  1. Durdyev, Ruslan & Peresetsky, Anatoly, 2014. "Autocorrelation in the global stochastic trend," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 39-58.

    Cited by:

    1. Peresetsky, Anatoly & Yakubov, Ruslan, 2015. "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper 64579, University Library of Munich, Germany.
    2. Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly, 2018. "Volatility forecasting using global stochastic financial trends extracted from non-synchronous data," Econometrics and Statistics, Elsevier, vol. 5(C), pages 67-82.

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