Ilia Drozdov

Independent

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Risk Parity with Fractal Model of Risk

Number of pages: 7 Posted: 31 May 2017 Last Revised: 04 Jun 2017

Sergey Kamenshchikov and Ilia Drozdov

Moscow State University and Independent

Downloads 269 (172,354)

Abstract:

2.

Are Cryptocurrency Markets Running Behind the Fed? A Significant Shift in Crypto Markets Microstructure

Number of pages: 22 Posted: 02 Nov 2021

Roland Grinis, Andrei Kislitsyn, Ilia Drozdov and Konstantin Shulga

GrinisRIT, Saint Petersburg State University, Independent and Finery Markets

Downloads 164 (272,374)

Abstract:

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