Citation profile for Victor Lapshin

Victor Lapshin : Citation Profile

National Research University Higher School of Economics (HSE)

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 0
   Journals where Victor Lapshin has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 2 (50 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla646
   Updated: 2024-11-04    RAS profile: 2022-02-17
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Cites to:

Engle, Robert (5)

Houweling, Patrick (5)

Vorst, Ton (5)

Manganelli, Simone (4)

Shahzad, Syed Jawad Hussain (4)

Nelson, Charles (3)

Longstaff, Francis (3)

Laurini, Márcio (3)

Diebold, Francis (3)

Bekiros, Stelios (3)

Kim, Tae-Hwan (3)

Main data

Where Victor Lapshin has published?

Journals with more than one article published	# docs
Applied Economics	2
HSE Economic Journal	2

Working Papers Series with more than one paper published	# docs
HSE Working papers / National Research University Higher School of Economics	6

Recent works citing Victor Lapshin (2024 and 2023)

Year	Title of citing document
2023	Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation. (2023). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0462. Full description at Econpapers \|\| Download paper

Works by Victor Lapshin:

Year	Title	Type	Cited
2020	Choosing the weighting coefficients for estimating the term structure from sovereign bonds In: International Review of Economics & Finance. [Full Text][Citation analysis]	article	0
2018	CHOOSING THE WEIGHTING COEFFICIENTS FOR ESTIMATING THE TERM STRUCTURE FROM SOVEREIGN BONDS.(2018) In: HSE Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2019	A nonparametric Bayesian approach to term structure fitting In: Studies in Economics and Finance. [Full Text][Citation analysis]	article	0
	In: . [Full Text][Citation analysis]	article	1
2019	Parametric Immunization of Interest Rate Risk via Term Structure Models In: HSE Economic Journal. [Full Text][Citation analysis]	article	0
2021	Yield Curve Estimation in Illiquid Bond Markets In: HSE Economic Journal. [Full Text][Citation analysis]	article	1
2013	A joint non-parametric approach to the decomposition of bond yields and CDS spreads: application of Eurozone market data In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2014	A Nonparametric Method For Term Structure Fitting With Automatic Smoothing In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2016	A nonparametric method for term structure fitting with automatic smoothing.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2015	Study of Consistency of Bond and CDS Quotes In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2018	STUDYING THE REPLICABILITY OF AGGREGATE EXTERNAL CREDIT ASSESSMENTS USING PUBLIC INFORMATION In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2021	Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments In: HSE Working papers. [Full Text][Citation analysis]	paper	0
2020	Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation In: Applied Econometrics. [Full Text][Citation analysis]	article	0
2022	Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle In: Applied Economics. [Full Text][Citation analysis]	article	0