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Humboldt-Universität zu Berlin - Statistik

Sergey Nasekin

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Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Unter den Linden 6
10099 Berlin
Germany

Education

  • 2009-2013: State University - Higher School of Economics (Moscow, Russia): Master Program in Finance (specialization Risk Management and Actuarial Methods)
  • 2012-2013: Humboldt-Universität zu Berlin: Master of Economics and Management Science

Research Interests

  • Time series econometrics
  • Statistics of financial markets
  • Multivariate distribution forecasting
  • Dimension reduction

Teaching

Statistics I (Tutorial SoSe 14)
Statistics II (Tutorial WiSe 14/15)
Statistical Tools in Finance and Insurance (Lecture WiSe 15/16)

Google Scholar

My Citations

Presentations

StrComp.png TEDAS - Tail Event ASset Allocation




surftopage.png LETF options' Implied Volatility Paradox


 

Links

IRTG 1792 page

GitHub profile