Ilya Archakov
Names
| first: | Ilya |
| last: | Archakov |
Identifer
| RePEc Short-ID: | par639 |
Contact
| homepage: | https://homepage.univie.ac.at/ilya.archakov |
Affiliations
-
York University
/ Department of Economics
- EDIRC entry
- location:
Research profile
author of:
- A Markov Chain Estimator of Multivariate Volatility from High Frequency Data (RePEc:aah:create:2015-19)
by Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov - A New Parametrization of Correlation Matrices (RePEc:arx:papers:2012.02395)
by Ilya Archakov & Peter Reinhard Hansen - A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices (RePEc:arx:papers:2012.02698)
by Ilya Archakov & Peter Reinhard Hansen - A Multivariate Realized GARCH Model (RePEc:arx:papers:2012.02708)
by Ilya Archakov & Peter Reinhard Hansen & Asger Lunde - A New Method for Generating Random Correlation Matrices (RePEc:arx:papers:2210.08147)
by Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo - Cluster GARCH (RePEc:arx:papers:2406.06860)
by Chen Tong & Peter Reinhard Hansen & Ilya Archakov - Local mispricing and microstructural noise: A parametric perspective (RePEc:eee:econom:v:230:y:2022:i:2:p:510-534)
by Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus - A new method for generating random correlation matrices (RePEc:oup:emjrnl:v:27:y:2024:i:2:p:188-212.)
by Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo - A Descriptive Study of High-Frequency Trade and Quote Option Data
[Stealth Trading in Options Markets] (RePEc:oup:jfinec:v:19:y:2021:i:1:p:128-177.)
by Torben Andersen & Ilya Archakov & Leon Grund & Nikolaus Hautsch & Yifan Li & Sergey Nasekin & Ingmar Nolte & Manh Cuong Pham & Stephen Taylor & Viktor Todorov - A New Parametrization of Correlation Matrices (RePEc:wly:emetrp:v:89:y:2021:i:4:p:1699-1715)
by Ilya Archakov & Peter Reinhard Hansen