Citation profile for Vladislav Kargin

Vladislav Kargin : Citation Profile

State University of New York-Binghamton (SUNY)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 5
   Journals where Vladislav Kargin has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka58
   Updated: 2024-11-04    RAS profile: 2022-08-08
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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 Vladislav Kargin.

Is cited by:

Horvath, Lajos (7)

Shang, Han Lin (4)

LINTON, OLIVER (3)

Hyndman, Rob (3)

Belomestny, Denis (2)

Bowsher, Clive (2)

Almeida, Caio (2)

Paruolo, Paolo (2)

Franchi, Massimo (2)

Meeks, Roland (2)

Grossi, Luigi (1)

Cites to:

Zenios, Stavros (8)

Viceira, Luis (4)

Svensson, Lars (4)

Söderlind, Paul (4)

Campbell, John (4)

welch, ivo (3)

Ait-Sahalia, Yacine (3)

Piazzesi, Monika (3)

Jarrow, Robert (2)

Cochrane, John (2)

Consiglio, Andrea (2)

Main data

Where Vladislav Kargin has published?

Journals with more than one article published	# docs
Journal of Theoretical Probability	2
Journal of Multivariate Analysis	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 (2024 and 2023)

Year	Title of citing document
2024	Beating the curse of dimensionality in options pricing and optimal stopping. (2018). Chen, Yilun ; Goldberg, David A. In: Papers. RePEc:arx:papers:1807.02227. Full description at Econpapers \|\| Download paper
2024	Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers \|\| Download paper
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
2024	Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179. Full description at Econpapers \|\| Download paper
2023	Exploring volatility of crude oil intraday return curves: A functional GARCH-X model. (2023). Wirjanto, Tony ; Rice, Gregory ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s240585132300051x. 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	Empirical Asset Pricing with Functional Factors. (2023). Sancetta, Alessio ; Nadler, Philip. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:4:p:1258-1281.*. 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
2024	Breaks in term structures: Evidence from the oil futures markets. (2024). Miller, Curtis ; Liu, Zhenya ; Horvath, Lajos ; Tang, Weiqing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341. 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	57
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