3
H index
1
i10 index
83
Citations
Vladislav Kargin : Citation Profile
State University of New York-Binghamton (SUNY) | RESEARCH PRODUCTION: 11 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2002 - 2016). Relations with other researchers
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:
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Main data
Where Vladislav Kargin has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Multivariate Analysis | 2 |
| Journal of Theoretical Probability | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
| Finance / University Library of Munich, Germany | 4 |
| Game Theory and Information / University Library of Munich, Germany | 2 |
Recent works citing Vladislav Kargin (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Polynomial time algorithm for optimal stopping with fixed accuracy. (2024). Chen, Yilun ; Goldberg, David A. In: Papers. RePEc:arx:papers:1807.02227. Full description at Econpapers || Download paper |
| 2025 | Approximate Factor Models for Functional Time Series. (2025). Otto, Sven ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper |
| 2024 | Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179. Full description at Econpapers || Download paper |
| 2025 | Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets. (2025). Zhou, Junzi ; Hu, Wenbin. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10782-3. Full description at Econpapers || Download paper |
| 2024 | Breaks in term structures: Evidence from the oil futures markets. (2024). Horvath, Lajos ; Liu, Zhenya ; Tang, Weiqing ; Miller, Curtis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341. Full description at Econpapers || Download paper |
| 2025 | Testing mean stationarity of intraday volatility curves. (2025). Andersen, Torben G ; Tan, Yingwen ; Todorov, Viktor ; Zhang, Zhiyuan. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:1059-1091. Full description at Econpapers || Download paper |
Works by Vladislav Kargin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 6 |
| 2004 | Lattice Option Pricing By Multidimensional Interpolation.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 | 2 |
| 2008 | Curve forecasting by functional autoregression In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 59 |
| 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 |
| 2007 | Berry–Esseen for Free Random Variables In: Journal of Theoretical Probability. [Full Text][Citation analysis] | article | 0 |
| 2011 | On Free Stochastic Differential Equations In: Journal of Theoretical Probability. [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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team