Citation profile for Victor Lapshin

Victor Lapshin : Citation Profile

National Research University Higher School of Economics (HSE)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 0
   Journals where Victor Lapshin has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 2 (50 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla646
   Updated: 2024-11-08    RAS profile: 2022-02-17
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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 Victor Lapshin.

Is cited by:

Cites to:

Vorst, Ton (5)

Engle, Robert (5)

Houweling, Patrick (5)

Shahzad, Syed Jawad Hussain (4)

Manganelli, Simone (4)

Bekiros, Stelios (3)

Laurini, Márcio (3)

Nelson, Charles (3)

Kim, Tae-Hwan (3)

Longstaff, Francis (3)

Karminsky, Alexandr (3)

Main data

Where Victor Lapshin has published?

Journals with more than one article published	# docs
HSE Economic Journal	2
Applied Economics	2

Working Papers Series with more than one paper published	# docs
HSE Working papers / National Research University Higher School of Economics	6

Recent works citing Victor Lapshin (2024 and 2023)

Year	Title of citing document
2023	Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation. (2023). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0462. Full description at Econpapers \|\| Download paper

Works by Victor Lapshin:

Year	Title	Type	Cited
2020	Choosing the weighting coefficients for estimating the term structure from sovereign bonds In: International Review of Economics & Finance. [Full Text][Citation analysis]	article	0
2018	CHOOSING THE WEIGHTING COEFFICIENTS FOR ESTIMATING THE TERM STRUCTURE FROM SOVEREIGN BONDS.(2018) In: HSE Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2019	A nonparametric Bayesian approach to term structure fitting In: Studies in Economics and Finance. [Full Text][Citation analysis]	article	0
	In: . [Full Text][Citation analysis]	article	1
2019	Parametric Immunization of Interest Rate Risk via Term Structure Models In: HSE Economic Journal. [Full Text][Citation analysis]	article	0
2021	Yield Curve Estimation in Illiquid Bond Markets In: HSE Economic Journal. [Full Text][Citation analysis]	article	1
2013	A joint non-parametric approach to the decomposition of bond yields and CDS spreads: application of Eurozone market data In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2014	A Nonparametric Method For Term Structure Fitting With Automatic Smoothing In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2016	A nonparametric method for term structure fitting with automatic smoothing.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2015	Study of Consistency of Bond and CDS Quotes In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2018	STUDYING THE REPLICABILITY OF AGGREGATE EXTERNAL CREDIT ASSESSMENTS USING PUBLIC INFORMATION In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2021	Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2020	Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation In: Applied Econometrics. [Full Text][Citation analysis]	article	0
2022	Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle In: Applied Economics. [Full Text][Citation analysis]	article	0