Citation profile for Ilya Archakov

Ilya Archakov : Citation Profile

Universität Wien

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 1
   Journals where Ilya Archakov has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (23.53 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par639
   Updated: 2024-01-16    RAS profile: 2022-11-30
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Relations with other researchers

Works with:

Hansen, Peter (5)

Hautsch, Nikolaus (2)

Andersen, Torben (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ilya Archakov.

Is cited by:

Shin, Minchul (2)

Koopman, Siem Jan (2)

Lucas, Andre (2)

Lange, Rutger-Jan (1)

Rubio-Ramirez, Juan F (1)

Chan, Joshua (1)

Hansen, Peter (1)

Engle, Robert (1)

Barigozzi, Matteo (1)

Cites to:

Hansen, Peter (19)

Shephard, Neil (13)

Asai, Manabu (10)

Engle, Robert (9)

Bollerslev, Tim (8)

Lunde, Asger (8)

Andersen, Torben (6)

Sheppard, Kevin (5)

Omori, Yasuhiro (4)

Diebold, Francis (4)

Chang, Chia-Lin (4)

Main data

Where Ilya Archakov has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	4

Recent works citing Ilya Archakov (2024 and 2023)

Year	Title of citing document
2023	Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488. Full description at Econpapers \|\| Download paper
2023	Characterizing Correlation Matrices that Admit a Clustered Factor Representation. (2023). Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2308.05895. Full description at Econpapers \|\| Download paper
2023	BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers \|\| Download paper
2023	Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086. Full description at Econpapers \|\| Download paper
2023	Stock illiquidity and option returns. (2023). Uhrig-Homburg, Marliese ; Korn, Olaf ; Kanne, Stefan. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000556. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper

Works by Ilya Archakov:

Year	Title	Type	Cited
2015	A Markov Chain Estimator of Multivariate Volatility from High Frequency Data In: CREATES Research Papers. [Full Text][Citation analysis]	paper	3
2020	A New Parametrization of Correlation Matrices In: Papers. [Full Text][Citation analysis]	paper	7
2021	A New Parametrization of Correlation Matrices.(2021) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	article
2021	A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices In: Papers. [Full Text][Citation analysis]	paper	0
2020	A Multivariate Realized GARCH Model In: Papers. [Full Text][Citation analysis]	paper	2
2022	A New Method for Generating Random Correlation Matrices In: Papers. [Full Text][Citation analysis]	paper	0
2022	Local mispricing and microstructural noise: A parametric perspective In: Journal of Econometrics. [Full Text][Citation analysis]	article	0
2021	A Descriptive Study of High-Frequency Trade and Quote Option Data* In: The Journal of Financial Econometrics. [Full Text][Citation analysis]	article	1