Citation profile for Alexandr Vladimirovich Shcherba

Alexandr Vladimirovich Shcherba : Citation Profile

National Research University Higher School of Economics (HSE)

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Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   3 years (2011 - 2014). See details.
   Cites by year: 0
   Journals where Alexandr Vladimirovich Shcherba has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (33.33 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh528
   Updated: 2024-11-08    RAS profile: 2024-09-10
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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 Alexandr Vladimirovich Shcherba.

Is cited by:

Lapshin, Victor (1)

Cites to:

Bollerslev, Tim (9)

Sentana, Enrique (6)

Engle, Robert (4)

Jagannathan, Ravi (4)

Lunde, Asger (3)

Hansen, Peter (3)

Andersen, Torben (3)

Dacorogna, Michel (2)

Diebold, Francis (2)

merton, robert (2)

Hillebrand, Eric (1)

Main data

Where Alexandr Vladimirovich Shcherba has published?

Journals with more than one article published	# docs
Applied Econometrics	3

Recent works citing Alexandr Vladimirovich Shcherba (2024 and 2023)

Year	Title of citing document

Works by Alexandr Vladimirovich Shcherba:

Year	Title	Type	Cited
2011	Comparison of VaR estimation methods for different forecasting samples for Russian stocks In: Applied Econometrics. [Full Text][Citation analysis]	article	0
2012	Market risk valuation modeling for the European countries at the financial crisis of 2008 In: Applied Econometrics. [Full Text][Citation analysis]	article	1
2014	Comparing «Realized volatility» models in the VaR calculation for the Russian equity market In: Applied Econometrics. [Full Text][Citation analysis]	article	1