Ilya Archakov
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Cluster GARCH Journal of Business and Economic Statistics | 2026-04-17 | Paper |
| A multivariate realized GARCH model Journal of Econometrics | 2026-02-24 | Paper |
| A new method for generating random correlation matrices The Econometrics Journal | 2025-06-24 | Paper |
| Corrigendum to ``Local mispricing and microstructural noise: a parametric perspective'' Journal of Econometrics | 2023-02-01 | Paper |
| Local mispricing and microstructural noise: a parametric perspective Journal of Econometrics | 2022-09-14 | Paper |
| A New Parametrization of Correlation Matrices Econometrica | 2022-01-06 | Paper |
| A Markov chain estimator of multivariate volatility from high frequency data The Fascination of Probability, Statistics and their Applications | 2017-01-16 | Paper |
Research outcomes over time
This page was built for person: Ilya Archakov
