I. Archakov

Finance · 2020

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom I. Archakov trusts overall

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

  1. Hiroyuki Kawakatsu
  2. Mohsen Pourahmadi
  3. P. R. Hansen
  4. Y. Tse
  5. Dorota Kurowicka
  6. Gregory H. Bauer
  7. Roger M. Cooke
  8. Albert K. Tsui
  9. Douglas M. Bates
  10. Keith P. Vorkink

Who trusts I. Archakov overall

  1. Joshua C. C. Chan
  2. Gary Koop
  3. Xuewen Yu

Papers from I. Archakov's perspective

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

  1. Matrix exponential GARCH
  2. A parameterization of positive definite matrices in terms of partial correlation vines
  3. Forecasting multivariate realized stock market volatility
  4. REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY
  5. Testing for the Constancy of Parameters over Time
  6. Realized Wishart-Garch: A Score-Driven Multi-Asset Volatility Model
  7. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  8. Unconstrained parametrizations for variance-covariance matrices
  9. Functions Of Matrices
  10. Covariance Estimation: The GLM and Regularization Perspectives

Their papers