Alexandr Vladimirovich Shcherba
|[This author has chosen not to make the email address public]|
Faculty of Economics Moscow, Russia
National Research University Higher School of Economics
Moscow 101987, Myasnitskaya street, 20
RePEc:edi:fehseru (more details at EDIRC)
Research outputJump to: Articles
- Shcherba, Alexandr, 2014. "Comparing «Realized volatility» models in the VaR calculation for the Russian equity market," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 34(2), pages 120-136.
- 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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