Ilya Archakov
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Person:2172018
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 |
|---|---|---|
| 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
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