Vladislav Kargin : Citation Profile


Are you Vladislav Kargin?

State University of New York-Binghamton (SUNY)

3

H index

1

i10 index

76

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 5
   Journals where Vladislav Kargin has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka58
   Updated: 2024-01-16    RAS profile: 2022-08-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Vladislav Kargin.

Is cited by:

Horvath, Lajos (6)

Shang, Han Lin (4)

LINTON, OLIVER (3)

Hyndman, Rob (3)

Franchi, Massimo (2)

Almeida, Caio (2)

Paruolo, Paolo (2)

Bowsher, Clive (2)

Meeks, Roland (2)

Donleavy, Gabriel (1)

YOUSFI, Ouidad (1)

Cites to:

Zenios, Stavros (8)

Svensson, Lars (4)

Campbell, John (4)

Viceira, Luis (4)

Söderlind, Paul (4)

Piazzesi, Monika (3)

welch, ivo (3)

Ait-Sahalia, Yacine (3)

Jarrow, Robert (2)

Schumacher, Johannes (2)

Cochrane, John (2)

Main data


Where Vladislav Kargin has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis2
Journal of Theoretical Probability2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
Finance / University Library of Munich, Germany4
Game Theory and Information / University Library of Munich, Germany2

Recent works citing Vladislav Kargin (2024 and 2023)


YearTitle of citing document
2023Conformal Prediction Bands for Two-Dimensional Functional Time Series. (2022). Vantini, Simone ; Fontana, Matteo ; Diquigiovanni, Jacopo ; Ajroldi, Niccolo. In: Papers. RePEc:arx:papers:2207.13656.

Full description at Econpapers || Download paper

2023Conformal prediction bands for two-dimensional functional time series. (2023). Vantini, Simone ; Fontana, Matteo ; Diquigiovanni, Jacopo ; Ajroldi, Niccolo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001329.

Full description at Econpapers || Download paper

2023Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China. (2023). Yao, Yao ; Louhichi, Wael ; Liu, Zhenya ; Boubaker, Sabri. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10265-3.

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2023Nonlinear prediction of functional time series. (2023). Cao, Jiguo ; Wang, Haixu. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:5:n:e2792.

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Works by Vladislav Kargin:


YearTitleTypeCited
2003On Bond Portfolio Management In: Papers.
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paper0
2003Optimal Convergence Trading In: Papers.
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paper2
2004Optimal Convergence Trading.(2004) In: Finance.
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This paper has nother version. Agregated cites: 2
paper
2003Optimal Asset Allocation with Asymptotic Criteria In: Papers.
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paper0
2003Consistent Estimation of Pricing Kernels from Noisy Price Data In: Papers.
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paper0
2003Consistent Estimation of Pricing Kernels from Noisy Price Data.(2003) In: Finance.
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This paper has nother version. Agregated cites: 0
paper
2005LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION In: Mathematical Finance.
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article5
2004Lattice Option Pricing By Multidimensional Interpolation.(2004) In: Finance.
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This paper has nother version. Agregated cites: 5
paper
2004Dynamics of Interest Rate Curve by Functional Auto-regression In: Econometric Society 2004 North American Summer Meetings.
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paper1
2004Dynamics of Interest Rate Curve by Functional Auto-Regression.(2004) In: Macroeconomics.
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This paper has nother version. Agregated cites: 1
paper
2003Prevention of herding by experts In: Economics Letters.
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article0
2002Value investing in emerging markets: risks and benefits In: Emerging Markets Review.
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article6
2003Value Investing in Emerging Markets: Risks and Benefits.(2003) In: International Finance.
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This paper has nother version. Agregated cites: 6
paper
2015On estimation in the reduced-rank regression with a large number of responses and predictors In: Journal of Multivariate Analysis.
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article1
2008Curve forecasting by functional autoregression In: Journal of Multivariate Analysis.
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article54
2016On variation of word frequencies in Russian literary texts In: Physica A: Statistical Mechanics and its Applications.
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article1
2011Relaxation time is monotone in temperature in the mean-field Ising model In: Statistics & Probability Letters.
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article0
2008On coordination games with quantum correlations In: International Journal of Game Theory.
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article2
In: .
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article0
In: .
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article0
2003Portfolio Management for a Random Field of Bond Returns In: Finance.
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paper0
2003Uncertainty of the Shapley Value In: Game Theory and Information.
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paper3
2005UNCERTAINTY OF THE SHAPLEY VALUE.(2005) In: International Game Theory Review (IGTR).
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This paper has nother version. Agregated cites: 3
article
2004Coordination Games with Quantum Information In: Game Theory and Information.
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paper1

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