2
H index
1
i10 index
22
Citations
Vladimir Panov : Citation Profile
National Research University Higher School of Economics (HSE) | RESEARCH PRODUCTION: 7 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
12 years (2010 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vladimir Panov. | Is cited by:
| Cites to:
|
Main data
Where Vladimir Panov has published?
| Journals with more than one article published | # docs |
|---|---|
| Statistics & Probability Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 2 |
Recent works citing Vladimir Panov (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | A Heath–Jarrow–Morton framework for energy markets: review and applications for practitioners. (2025). Gardini, Matteo ; Santilli, Edoardo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00484-8. Full description at Econpapers || Download paper |
Works by Vladimir Panov:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 2013 | Abelian theorems for stochastic volatility models with application to the estimation of jump activity In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
| 2017 | Limit theorems for sums of random variables with mixture distribution In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Some properties of the one-dimensional subordinated stable model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity In: Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Estimation of the signal subspace without estimation of the inverse covariance matrix In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Series Representations for Multivariate Time-Changed Lévy Models In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 0 |
| 2019 | Multivariate asset‐pricing model based on subordinated stable processes In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 2 |
| 2010 | Non-gaussian component analysis: New ideas, new proofs, new applications In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Estimation of the signal subspace without estimation of the inverse covariance matrix In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team