Stanislav Khrapov
Names
| first: | Stanislav |
| last: | Khrapov |
Identifer
| RePEc Short-ID: | pkh208 |
Contact
| homepage: | http://sites.google.com/site/khrapovs/ |
Research profile
author of:
- Pricing Central Tendency in Volatility (RePEc:abo:neswpt:w0168)
by Stanislav Khrapov - Risk Premia: Short and Long-term (RePEc:abo:neswpt:w0169)
by Stanislav Khrapov - Pricing Central Tendency in Volatility (RePEc:cfr:cefirw:w0168)
by Stanislav Khrapov - Risk Premia: Short and Long-term (RePEc:cfr:cefirw:w0169)
by Stanislav Khrapov - The leverage effect puzzle revisited: Identification in discrete time (RePEc:eee:econom:v:217:y:2020:i:2:p:230-258)
by Han, Hyojin & Khrapov, Stanislav & Renault, Eric - Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting (RePEc:gam:jecnmx:v:3:y:2015:i:3:p:610-632:d:53976)
by Stanislav Anatolyev & Stanislav Khrapov - Do spatial structures yield better volatility forecasts? (in Russian) (RePEc:qnt:quantl:y:2019:i:14:p:63-81)
by Stanislav Anatolyev & Stanislav Khrapov