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Alexandr Vladimirovich Shcherba

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Personal Details

First Name:Alexandr
Middle Name:Vladimirovich
Last Name:Shcherba
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RePEc Short-ID:psh528
Email:[This author has chosen not to make the email address public]
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Location: Moscow, Russia
Homepage: http://economics.hse.ru/
Email:
Phone: +7(495)7713232
Fax: +7(495)6287931
Postal: Moscow 101987, Myasnitskaya street, 20
Handle: RePEc:edi:fehseru (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Top Russian Federation Economists
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  1. Shcherba, Alexandr, 2014. "Comparing ┬źRealized volatility┬╗ models in the VaR calculation for the Russian equity market," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 34(2), pages 120-136.
  2. Shcherba, Alexandr, 2011. "Comparison of VaR estimation methods for different forecasting samples for Russian stocks," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 24(4), pages 58-70.

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