Alexei Egorov : Citation Profile

West Virginia University

3

H index

3

i10 index

88

Citations

RESEARCH PRODUCTION:

3

Articles

RESEARCH ACTIVITY:

   8 years (2003 - 2011). See details.
   Cites by year: 11
   Journals where Alexei Egorov has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (1.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/peg8
   Updated: 2026-11-07    RAS profile: 2026-08-13    
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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 Alexei Egorov.

Is cited by:

van Dijk, Dick (5)

Panchenko, Valentyn (5)

Ait-Sahalia, Yacine (5)

Diks, Cees (4)

Shin, Minchul (3)

Hong, Yongmiao (3)

Spencer, Peter (3)

Zhong, Molin (3)

Hlouskova, Jaroslava (3)

CAI, ZONGWU (3)

Garcia, René (2)

Cites to:

Singleton, Kenneth (8)

Ait-Sahalia, Yacine (8)

Diebold, Francis (5)

Hong, Yongmiao (5)

Svensson, Lars (4)

Söderlind, Paul (4)

LI, HAITAO (4)

Tay, Anthony S (3)

Lo, Andrew (3)

Duffie, Darrell (3)

Hahn, Jinyong (2)

Main data

Where Alexei Egorov has published?

Journals with more than one article published# docs
Journal of Econometrics3

Recent works citing Alexei Egorov (2025 and 2024)

YearTitle of citing document
2025Climate risk and renewable energy market volatility: Machine learning approach. (2025). Jiang, Wei ; Wei, Xiaokun ; Tang, Wanqing ; Li, Jianfeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001278.

Full description at Econpapers || Download paper

2026Forecasting of Chinese stock price using a hybrid neural network model. (2026). Li, Xiaotao ; Mei, Dexiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:82:y:2026:i:c:s027553192500488x.

Full description at Econpapers || Download paper

2025Maximum Trimmed Likelihood Estimation for Discrete Multivariate Vasicek Processes. (2025). Fullerton, Thomas ; Nkum, Ebenezer ; Anum, Andrews T ; Pokojovy, Michael. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:68-:d:1607138.

Full description at Econpapers || Download paper

2026Measuring the Impact of Unconventional Monetary Policies on the U.S. Banking and Bond Markets at the Lower Bound. (2026). Spencer, Peter. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:58:y:2026:i:2:p:533-562.

Full description at Econpapers || Download paper

2026The Russia-Ukraine Conflict and Eurozone Sovereign Risk: A Yield Net Analysis. (2026). Niu, Linlin ; Hong, Zhiwu. In: Working Papers. RePEc:wyi:wpaper:002614.

Full description at Econpapers || Download paper

Works by Alexei Egorov:

YearTitleTypeCited
2003Maximum likelihood estimation of time-inhomogeneous diffusions In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2006Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2011A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article24

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 4 2026. Contact: CitEc Team