| Deep learning-based cryptocurrency sentiment construction S Nasekin, CYH Chen Digital Finance 2 (1), 39-67, 2020 | 46 | 2020 |
| A Descriptive Study of High-Frequency Trade and Quote Option Data TG Andersen, I Archakov, LE Grund, N Hautsch, Y Li, S Nasekin, I Nolte, ... Journal of Financial Econometrics, 2020 | 22 | 2020 |
| Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets WK Härdle, DKC Lee, S Nasekin, A Petukhina Journal of Asset Management 19, 49-63, 2018 | 12 | 2018 |
| TEDAS-Tail EventDriven ASsetAllocation WK Härdle, S Nasekin, DLK Chuen, PK Fai Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014 | 12 | 2014 |
| Quantifying systemic risk with factor copulas CYH Chen, S Nasekin The European Journal of Finance 26 (18), 1926-1947, 2020 | 6 | 2020 |
| High-dimensional Lasso Quantile Regression Applied to Hedge Funds' Portfolio S Nasekin Humboldt-Univ., 2013 | 5 | 2013 |
| Model-driven statistical arbitrage on LETF option markets S Nasekin, WK Härdle Quantitative Finance 19 (11), 1817-1837, 2019 | 4 | 2019 |
| The systemic risk of central SIFIs CYH Chen, S Nasekin SFB 649 Discussion Paper, 2017 | 1 | 2017 |
| Leveraged ETF options implied volatility paradox: a statistical study WK Härdle, S Nasekin, Z Hong SFB 649 Discussion Paper 2016-004, Economic Risk, Berlin, 2016 | 1 | 2016 |
| Tail Event Driven Asset Allocation: Evidence from Equity and Mutual Funds Markets.(2015) WK HARDLE, DKC LEE, S NASEKIN, X NI, A PETUKINA Singapore Economic Review Conference 2015, August 5 7, 1-25, 2015 | 1 | 2015 |
| Quantifying Systemic Risk with Factor Copulas S Nasekin, CYH Chen Available at SSRN 3691984, 2020 | | 2020 |
| TEDAS-Tail Event Driven Asset Allocation S Nasekin, WK Härdle, DKC Lee Available at SSRN 3691980, 2017 | | 2017 |
| Dynamic dimension reduction for financial applications S Nasekin Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2017 | | 2017 |
| Leveraged ETF optionsimplied volatility paradox WK Härdle, S Nasekin, Z Hong Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2016 | | 2016 |
| Tail Event Driven ASset allocation WK Härdle, DLK Chuen, S Nasekin, X Ni, A Petukhina Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015 | | 2015 |
| Local Volatility Dynamics of Leveraged ETF Options WK Härdle, Z Hong, S Nasekin | | |
