Vladislav Kargin : Citation Profile


Are you Vladislav Kargin?

3

H index

1

i10 index

69

Citations

RESEARCH PRODUCTION:

8

Articles

13

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 4
   Journals where Vladislav Kargin has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka58
   Updated: 2022-05-14    RAS profile: 2016-03-29    
   Missing citations? Add them    Incorrect content? Let us know

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)

Hyndman, Rob (3)

Shang, Han Lin (3)

LINTON, OLIVER (3)

Meeks, Roland (2)

Bowsher, Clive (2)

Almeida, Caio (2)

Franchi, Massimo (2)

Paruolo, Paolo (2)

Beare, Brendan (1)

Wang, Shixuan (1)

Cites to:

Zenios, Stavros (8)

Söderlind, Paul (4)

Svensson, Lars (4)

Ait-Sahalia, Yacine (3)

welch, ivo (3)

Campbell, John (3)

Viceira, Luis (3)

Consiglio, Andrea (2)

Jarrow, Robert (2)

Jackwerth, Jens (2)

Lo, Andrew (2)

Main data


Where Vladislav Kargin has published?


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

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 (2021 and 2020)


YearTitle of citing document
2022Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

Full description at Econpapers || Download paper

2022Forecasting Environmental Data: An example to ground-level ozone concentration surfaces. (2022). Gleim, Alexander ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2202.03332.

Full description at Econpapers || Download paper

2022Seasonal functional autoregressive models. (2022). Hyndman, Rob ; Hashemi, Maryam ; Haghbin, Hossein ; Zamani, Atefeh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:197-218.

Full description at Econpapers || Download paper

2021Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis. (2021). Alonso, Estrella ; san Roque, Antonio Muoz ; Rice, Gregory ; Portela, Jose ; Mestre, Guillermo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301997.

Full description at Econpapers || Download paper

2021Estimation of a nonparametric model for bond prices from cross-section and time series information. (2021). LINTON, OLIVER ; la Vecchia, Davide ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:562-588.

Full description at Econpapers || Download paper

2020A general white noise test based on kernel lag-window estimates of the spectral density operator. (2020). Rice, Gregory ; Characiejus, Vaidotas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:175-196.

Full description at Econpapers || Download paper

2021Neural network prediction of crude oil futures using B-splines. (2021). Shang, Han Lin ; Miao, Hong ; Kokoszka, Piotr ; Butler, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304205.

Full description at Econpapers || Download paper

2020A functional time series analysis of forward curves derived from commodity futures. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:646-665.

Full description at Econpapers || Download paper

2020Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information. (2020). Linton, Oliver ; la Vecchia, Davide ; Koo, Bonsoo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-4.

Full description at Econpapers || Download paper

2021Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model. (2021). Zhao, Yuqian ; Wirjanto, Tony ; Rice, Gregory. In: MPRA Paper. RePEc:pra:mprapa:109231.

Full description at Econpapers || Download paper

2020VALUE INVESTING: EVIDENCE FROM LISTED CONSTRUCTION AND INFRASTUCTURE SECTOR COMPANIES IN INDIA. (2020). Hedau, Amit. In: Romanian Economic Business Review. RePEc:rau:journl:v:15:y:2020:i:4:p:104-114.

Full description at Econpapers || Download paper

2020Two layer-based trajectory analysis of the research trend in automotive fuel industry. (2020). Lee, Na Kyeong ; Song, Min ; Xong, Wei ; Han, Yukyeong. In: Scientometrics. RePEc:spr:scient:v:124:y:2020:i:3:d:10.1007_s11192-020-03506-5.

Full description at Econpapers || Download paper

2021Democracy, dictatorship, and economic freedom signals in stock market. (2021). Burnie, David A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:375-390.

Full description at Econpapers || Download paper

Works by Vladislav Kargin:


YearTitleTypeCited
2003On Bond Portfolio Management In: Papers.
[Full Text][Citation analysis]
paper0
2003Optimal Convergence Trading In: Papers.
[Full Text][Citation analysis]
paper2
2004Optimal Convergence Trading.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2003Optimal Asset Allocation with Asymptotic Criteria In: Papers.
[Full Text][Citation analysis]
paper0
2003Consistent Estimation of Pricing Kernels from Noisy Price Data In: Papers.
[Full Text][Citation analysis]
paper0
2003Consistent Estimation of Pricing Kernels from Noisy Price Data.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2005LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION In: Mathematical Finance.
[Full Text][Citation analysis]
article5
2004Lattice Option Pricing By Multidimensional Interpolation.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2004Dynamics of Interest Rate Curve by Functional Auto-regression In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
paper0
2004Dynamics of Interest Rate Curve by Functional Auto-Regression.(2004) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003Prevention of herding by experts In: Economics Letters.
[Full Text][Citation analysis]
article0
2002Value investing in emerging markets: risks and benefits In: Emerging Markets Review.
[Full Text][Citation analysis]
article6
2003Value Investing in Emerging Markets: Risks and Benefits.(2003) In: International Finance.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
article1
2008Curve forecasting by functional autoregression In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article49
2016On variation of word frequencies in Russian literary texts In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2011Relaxation time is monotone in temperature in the mean-field Ising model In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2008On coordination games with quantum correlations In: International Journal of Game Theory.
[Full Text][Citation analysis]
article2
2003Portfolio Management for a Random Field of Bond Returns In: Finance.
[Full Text][Citation analysis]
paper0
2003Uncertainty of the Shapley Value In: Game Theory and Information.
[Full Text][Citation analysis]
paper2
2004Coordination Games with Quantum Information In: Game Theory and Information.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team