3
H index
1
i10 index
76
Citations
State University of New York-Binghamton (SUNY) | 3 H index 1 i10 index 76 Citations RESEARCH PRODUCTION: 11 Articles 13 Papers RESEARCH ACTIVITY: 14 years (2002 - 2016). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pka58 |
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: |
Journals with more than one article published | # docs |
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Journal of Multivariate Analysis | 2 |
Journal of Theoretical Probability | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 4 |
Finance / University Library of Munich, Germany | 4 |
Game Theory and Information / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2023 | Conformal Prediction Bands for Two-Dimensional Functional Time Series. (2022). Vantini, Simone ; Fontana, Matteo ; Diquigiovanni, Jacopo ; Ajroldi, Niccolo. In: Papers. RePEc:arx:papers:2207.13656. Full description at Econpapers || Download paper |
2023 | Conformal prediction bands for two-dimensional functional time series. (2023). Vantini, Simone ; Fontana, Matteo ; Diquigiovanni, Jacopo ; Ajroldi, Niccolo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001329. Full description at Econpapers || Download paper |
2023 | Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China. (2023). Yao, Yao ; Louhichi, Wael ; Liu, Zhenya ; Boubaker, Sabri. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10265-3. Full description at Econpapers || Download paper |
2023 | Nonlinear prediction of functional time series. (2023). Cao, Jiguo ; Wang, Haixu. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:5:n:e2792. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 nother 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 nother 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 nother 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 | 1 |
2004 | Dynamics of Interest Rate Curve by Functional Auto-Regression.(2004) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 nother 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 | 54 |
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 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 0 | |
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 | 3 |
2005 | UNCERTAINTY OF THE SHAPLEY VALUE.(2005) In: International Game Theory Review (IGTR). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2004 | Coordination Games with Quantum Information In: Game Theory and Information. [Full Text][Citation analysis] | paper | 1 |
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