Anatoly Peresetsky

National Research University Higher School of Economics

17 Malaya Ordynka Street

20 Myasnitskaya Street

Moscow, 119017

Russia

SCHOLARLY PAPERS

5

DOWNLOADS

346

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

What Determines Stock Market Behavior in Russia and Other Emerging Countries?

BOFIT Discussion Paper No. 4/2013
Number of pages: 27 Posted: 20 Mar 2013 Last Revised: 31 Jan 2014
Iikka Korhonen and Anatoly Peresetsky
Bank of Finland - Institute for Economies in Transition (BOFIT) and National Research University Higher School of Economics
Downloads 74 (325,760)

Abstract:

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Russian stock market, oil, financial market integration, stock market returns, news, emerging markets, transition economies

What Determines Stock Market Behavior in Russia and Other Emerging Countries?

BOFIT Discussion Paper No. 4/2013
Number of pages: 27 Posted: 18 Mar 2016 Last Revised: 12 Jan 2019
Iikka Korhonen and Anatoly Peresetsky
Bank of Finland - Institute for Economies in Transition (BOFIT) and National Research University Higher School of Economics
Downloads 55 (381,337)

Abstract:

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2.

Volatility Forecasting Using Global Stochastic Financial Trends Extracted from Non-Synchronous Data

Number of pages: 36 Posted: 14 May 2015 Last Revised: 08 Aug 2017
Lyudmila Grigoryeva, Juan-Pablo Ortega and Anatoly Peresetsky
University of Konstanz, Universit├Ąt Sankt Gallen and National Research University Higher School of Economics
Downloads 102 (264,008)

Abstract:

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multivariate volatility modeling and forecasting, global stochastic trend, extended Kalman filter, CAPM, dynamic conditional correlations (DCC), non-synchronous data.

3.

Extracting Global Stochastic Trend from Non-Synchronous Data

BOFIT Discussion Paper No. 15/2013
Number of pages: 22 Posted: 06 Jul 2013
Iikka Korhonen and Anatoly Peresetsky
Bank of Finland - Institute for Economies in Transition (BOFIT) and National Research University Higher School of Economics
Downloads 46 (409,323)
Citation 2

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emerging stock markets, transition economies, financial market integration, stock market returns, global stochastic trend, state space model, Kalman filter, non-synchronous data

4.

Grade Expectations: Rationality and Overconfidence

Tinbergen Institute Discussion Paper 17-054/III
Number of pages: 28 Posted: 29 Jun 2017
J.R. Magnus and Anatoly Peresetsky
Vrije Universiteit Amsterdam, School of Business and Economics and National Research University Higher School of Economics
Downloads 39 (432,395)

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Rational expectations, Classroom experiment, Overconfidence, Gender difference, Persistence

5.

Collective Management of Residential Housing in Russia: The Importance of Being Social

Number of pages: 44 Posted: 20 Jul 2013 Last Revised: 19 May 2015
Ekaterina Borisova, Leonid Polishchuk and Anatoly Peresetsky
National Research University Higher School of Economics, National Research University Higher School of Economics and National Research University Higher School of Economics
Downloads 30 (471,586)
Citation 1

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common-pool resources, collective action, social capital, homeowners associations, transition region, Russia