Vladimir Petrov

Vladimir Petrov

Universität Zürich - Zurich / Switzerland
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 5136597
University of Zurich
person_outline Vladimir Petrov's MOST POPULAR ARTICLES
1-) Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic TimeV Petrov, A Golub, R OlsenJournal of Risk and Financial Management 12 (2), 54-86, 2019122019
2-) Agent-based model in directional-change intrinsic timeV Petrov, A Golub, RB OlsenAvailable at SSRN 3240456, 20185*2018
3-) Intrinsic time directional-change methodology in higher dimensionsV Petrov, A Golub, RB OlsenAvailable at SSRN 3440628, 201942019
4-) FOREX trades: can the Takens algorithm help to obtain steady profit at investment reallocations?VY Petrov, MI TribelskyJETP letters 102, 841-844, 201542015
5-) Essays on Directional-Change Intrinsic TimeV PetrovUniversity of Zurich, 20192019