E-LIB Suche - Ergebnisse für: Archakov, Ilya

1

A new method for generating random correlation matrices:

Archakov, Ilya ; Hansen, Peter Reinhard ; Luo, Yiyao
The Econometrics Journal. 27 (2023) 2 - p. 188-212 , 2023

Link: https://doi.org/10.1093/..

2

Corrigendum to "Local mispricing and microstructural noise:..:

Andersen, Torben G. ; Archakov, Ilya ; Cebiroglu, Gökhan.
Journal of Econometrics. 232 (2023) 2 - p. 598-603 , 2023

Link: https://doi.org/10.1016/..

3

Local mispricing and microstructural noise: A parametric pe..:

Andersen, Torben G. ; Archakov, Ilya ; Cebiroglu, Gökhan.
Journal of Econometrics. 230 (2022) 2 - p. 510-534 , 2022

Link: https://doi.org/10.1016/..

4

A NEW PARAMETRIZATION OF CORRELATION MATRICES:

Archakov, Ilya ; Hansen, Peter Reinhard
Econometrica. 89 (2021) 4 - p. 1699-1715 , 2021

Link: https://www.jstor.org/st..

5

A Descriptive Study of High-Frequency Trade and Quote Optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
Journal of Financial Econometrics. 19 (2021) 1 - p. 128-177 , 2021

Link: https://doi.org/10.1093/..

6

A New Parametrization of Correlation Matrices:

Archakov, Ilya ; Hansen, Peter Reinhard
Econometrica. 89 (2021) 4 - p. 1699-1715 , 2021

Link: https://doi.org/10.3982/..

7

A New Method for Generating Random Correlation Matrices:

Archakov, Ilya ; Hansen, Peter Reinhard ; Luo, Yiyao
http://arxiv.org/abs/2210.08147. , 2022

Link: http://arxiv.org/abs/221..

8

A descriptive study of high-frequency trade and quote optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
https://eprints.lancs.ac.uk/id/eprint/147058/1/DescriptiveProjectOPRA_Final_Full.pdf. , 2021

Link: https://eprints.lancs.ac..

9

A Descriptive Study of High-Frequency Trade and Quote Optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
Andersen , T , Archakov , I , Grund , L , Hautsch , N , Li , Y , Nasekin , S , Nolte , I , Pham , M C , Taylor , S & Torodov , V 2021 , ' A Descriptive Study of High-Frequency Trade and Quote Option Data ' , Journal of Financial Econometrics , vol. 19 , no. 1 , pp. 128–177 . https://doi.org/10.1093/jjfinec/nbaa036. , 2021

Link: https://research.manches..

10

A New Parametrization of Correlation Matrices:

Archakov, Ilya ; Hansen, Peter Reinhard
http://arxiv.org/abs/2012.02395. , 2020

Link: http://arxiv.org/abs/201..

11

A Multivariate Realized GARCH Model:

Archakov, Ilya ; Hansen, Peter Reinhard ; Lunde, Asger
http://arxiv.org/abs/2012.02708. , 2020

Link: http://arxiv.org/abs/201..

12

A Canonical Representation of Block Matrices with Applicati..:

Archakov, Ilya ; Hansen, Peter Reinhard
http://arxiv.org/abs/2012.02698. , 2020

Link: http://arxiv.org/abs/201..

13

Local Mispricing and Microstructural Noise::A Parametric Pe..:

Andersen, Torben Gustav ; Archakov, Ilya ; Cebiroglu, Gökhan.
Andersen , T G , Archakov , I , Cebiroglu , G & Hautsch , N 2020 ' Local Mispricing and Microstructural Noise: A Parametric Perspective ' Social Science Research Network (SSRN) . https://doi.org/10.2139/ssrn.2921097. , 2020

Link: https://pure.au.dk/porta..

14

Essays in applied econometrics of high frequency financial ..:

ARCHAKOV, Ilya
EUI PhD theses. , 2016

Link: http://hdl.handle.net/18..

15

Human aqueous humor proteome in cataract, glaucoma, and pse..:

Kliuchnikova, Anna A. ; Samokhina, Nadezhda I. ; Ilina, Irina Y....
PROTEOMICS. 16 (2016) 13 - p. 1938-1946 , 2016

Link: https://doi.org/10.1002/..