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Alexander Saichev

Identifiers

  • name variant Alexander Saichev 0.60 · backfill

Papers (3)

  1. Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators q-fin.ST · 2012 · author #1
  2. Quantification of deviations from rationality with heavy-tails in human dynamics physics.soc-ph · 2010 · author #5
  3. Homogeneous Volatility Bridge Estimators q-fin.ST · 2009 · author #1

Mentions

  • 1202.4311 #1 · backfill · confidence 0.70 Alexander Saichev
  • 1007.4104 #5 · backfill · confidence 0.70 Alexander Saichev
  • 0912.1617 #1 · backfill · confidence 0.70 Alexander Saichev

Frequent Coauthors