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TEDAS - Tail Event Driven ASse...
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ECONIS (ZBW)
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1
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
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2
FinTech and alternative investment
Lee, David Kuo Chuen
- In:
The journal of alternative investments
20
(
2018
)
3
,
pp. 6-15
Persistent link: https://www.econbiz.de/10011798746
Saved in:
3
Cryptocurrency : a new investment opportunity?
Lee, David Kuo Chuen
;
Guo, Li
;
Wang, Yu
- In:
The journal of alternative investments
20
(
2018
)
3
,
pp. 16-40
Persistent link: https://www.econbiz.de/10011798750
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4
A global perspective on central bank digital currency
Lee, David Kuo Chuen
;
Yan, Li
;
Wang, Yu
- In:
China economic journal : the official journal of the …
14
(
2021
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10012501659
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5
Blockchain use cases for inclusive FinTech : scalability, privacy, and trust distribution
Lee, David Kuo Chuen
;
Lim, Caroline Seow Ling
- In:
The journal of FinTech
1
(
2021
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012628292
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6
Editorial note: welcome to the annual review of Fintech
Lee, David Kuo Chuen
;
Liebau, Daniel
;
Deng, Xin
- In:
Annual Review of Fintech
1
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015329679
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7
Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan
;
Nasekin, Sergey
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
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8
Deep learning-based cryptocurrency sentiment construction
Nasekin, Sergey
;
Chen, Yi-Hsuan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 39-67
Persistent link: https://www.econbiz.de/10012284949
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9
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
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10
Model-driven statistical arbitrage on LETF option markets
Nasekin, Sergey
;
Härdle, W. K.
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1817-1837
Persistent link: https://www.econbiz.de/10015123056
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