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I

Ilya Archakov

York University

6H指数
25论文数
110被引数
收录论文 7
发表时间
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Cluster GARCH聚类GARCH
errJournal of Business & Economic Statistics
IF2.5
err2025-07-17
err0
PREAI
errChen Tong; Peter Reinhard Hansen; Ilya Archakov
err分享
err收藏
A multivariate realized GARCH model多元已实现GARCH模型
errJournal of Econometrics
IF4
err2025-05-31
err0
PREAI
errIlya Archakov; Peter Reinhard Hansen; Asger Lunde
err分享
err收藏
A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2024-07-08
err0
errOAAI
errArchakov, Ilya; Hansen, Peter Reinhard
err分享
err收藏
A new method for generating random correlation matrices
errECONOMETRICS JOURNAL
IF7
err2023-12-21
err2
errOAAI
errArchakov, Ilya; Hansen, Peter Reinhard; Luo, Yiyao
err分享
err收藏
Local mispricing and microstructural noise: A parametric perspective (vol 230, pg 510, 2022)
errJOURNAL OF ECONOMETRICS
IF4
err2023-02-01
err0
errOAAI
errAndersen, Torben G.; Archakov, Ilya; Cebiroglu, Goekhan; Hautsch, Nikolaus
err分享
err收藏
Local mispricing and microstructural noise: A parametric perspective
errJOURNAL OF ECONOMETRICS
IF4
err2022-10-01
err4
PREAI
errAndersen, Torben G.; Archakov, Ilya; Cebiroglu, Goekhan; Hautsch, Nikolaus
err分享
err收藏
A New Parametrization of Correlation Matrices
errECONOMETRICA
IF7.1
err2021-01-01
err28
errOAAI
errArchakov, Ilya; Hansen, Peter Reinhard
err分享
err收藏

研究方向

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合作学者
合作期刊
T
Torben G. Andersen
H 指数: 60 · 论文数: 208
P
Peter Reinhard Hansen
H 指数: 39 · 论文数: 172
A
Asger Lunde
H 指数: 35 · 论文数: 118
N
Nikolaus Hautsch
H 指数: 29 · 论文数: 211
Y
Yiyao Luo
H 指数: 11 · 论文数: 46
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