Modeling of Russian equity market microstructure (MICEX:HYDR case)

von Efremova, Tatyana
Veröffentlicht in Market risk and financial markets modeling (2012)

Construction and backtesting of a multi-factor stress-scenario for the stock market

von Boldyrev, Kirill
Veröffentlicht in Financial econometrics and empirical market microstructure (2015)

Market risk and financial markets modeling

Veröffentlicht 2012