Alexey Kozhemyak

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it; #12,212 of 23,481 by trust here, #19,308 by citations

Whom Alexey Kozhemyak trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Benoit B. Mandelbrot

Who trusts Alexey Kozhemyak overall

1. Joan Bruna
2. Rémi Rhodes
3. Vincent Vargas

Papers from Alexey Kozhemyak's perspective

Ordered by how strongly the researchers Alexey Kozhemyak trusts endorse each paper. Same corpus, a different order for every researcher.

1. Theory Of Financial Risk And Derivative Pricing
2. Fractals and Scaling In Finance: Discontinuity, Concentration, Risk
3. Generalized autoregressive conditional heteroskedasticity
4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
5. An Introduction to Probability Theory and its Applications, Volume I
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. Human behavior and the principle of least effort
8. Continuity of the Multifractal Spectrum of a Random Statistically Self-Similar Measure
9. Forecasting Multifractal Volatility
10. The Long Memory of the Efficient Market

Their papers

• Continuous cascade models for asset returns (2008) — 106 citations