1
H index
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i10 index
2
Citations
Victor Lapshin : Citation Profile
National Research University Higher School of Economics (HSE) | RESEARCH PRODUCTION: 8 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2013 - 2022). 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:
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Main data
Where Victor Lapshin has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 2 |
| HSE Economic Journal | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team