3
H index
1
i10 index
69
Citations
Vladislav Kargin : Citation Profile
| RESEARCH PRODUCTION: 8 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2002 - 2016). 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:
| Cites to:
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Main data
Where Vladislav Kargin has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Multivariate Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
| Finance / University Library of Munich, Germany | 4 |
| Game Theory and Information / University Library of Munich, Germany | 2 |
Recent works citing Vladislav Kargin (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2022 | Dynamic 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 |
| 2022 | Forecasting 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 |
| 2022 | Seasonal 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 |
| 2021 | Functional 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 |
| 2021 | Estimation 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 |
| 2020 | A 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 |
| 2021 | Neural 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 |
| 2020 | A 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 |
| 2020 | Estimation 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 |
| 2021 | Exploring 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 |
| 2020 | VALUE 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 |
| 2020 | Two 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 |
| 2021 | Democracy, 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | On Bond Portfolio Management In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Optimal Convergence Trading In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Optimal Convergence Trading.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2003 | Optimal Asset Allocation with Asymptotic Criteria In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Consistent Estimation of Pricing Kernels from Noisy Price Data In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Consistent Estimation of Pricing Kernels from Noisy Price Data.(2003) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION In: Mathematical Finance. [Full Text][Citation analysis] | article | 5 |
| 2004 | Lattice Option Pricing By Multidimensional Interpolation.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2004 | Dynamics of Interest Rate Curve by Functional Auto-regression In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Dynamics of Interest Rate Curve by Functional Auto-Regression.(2004) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Prevention of herding by experts In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2002 | Value investing in emerging markets: risks and benefits In: Emerging Markets Review. [Full Text][Citation analysis] | article | 6 |
| 2003 | Value Investing in Emerging Markets: Risks and Benefits.(2003) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | On estimation in the reduced-rank regression with a large number of responses and predictors In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2008 | Curve forecasting by functional autoregression In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 49 |
| 2016 | On variation of word frequencies in Russian literary texts In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2011 | Relaxation time is monotone in temperature in the mean-field Ising model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2008 | On coordination games with quantum correlations In: International Journal of Game Theory. [Full Text][Citation analysis] | article | 2 |
| 2003 | Portfolio Management for a Random Field of Bond Returns In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Uncertainty of the Shapley Value In: Game Theory and Information. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Coordination Games with Quantum Information In: Game Theory and Information. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team