Igor Sirotkin

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Linear Regression

Model Selection

Top Venues

Model. Assist. Stat. Appl.

Publications

Henry Penikas, Igor Sirotkin
Optimal hedging ratio modeling using interday and intraday risk estimation: Moving window regression vs. cointegration approach. Model. Assist. Stat. Appl. 11 (1) (2016)