Igor Sirotkin

According to our database, Igor Sirotkin authored at least 1 paper in 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2016

Optimal hedging ratio modeling using interday and intraday risk estimation: Moving window regression vs. cointegration approach.

Henry Penikas, Igor Sirotkin

Model. Assist. Stat. Appl., 2016