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: 2026-09-19    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:

Panchenko, Valentyn (5)

Ait-Sahalia, Yacine (5)

van Dijk, Dick (5)

Diks, Cees (4)

Hlouskova, Jaroslava (3)

Spencer, Peter (3)

Hong, Yongmiao (3)

Shin, Minchul (3)

CAI, ZONGWU (3)

Zhong, Molin (3)

LI, HAITAO (2)

Cites to:

Singleton, Kenneth (8)

Ait-Sahalia, Yacine (8)

Hong, Yongmiao (5)

Diebold, Francis (5)

Svensson, Lars (4)

LI, HAITAO (4)

Söderlind, Paul (4)

Duffie, Darrell (3)

Lo, Andrew (3)

Tay, Anthony S (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 August, 20 2026. Contact: CitEc Team