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Stanislav Khrapov

Personal Details

First Name:Stanislav
Middle Name:
Last Name:Khrapov
Suffix:
RePEc Short-ID:pkh208
[This author has chosen not to make the email address public]
http://sites.google.com/site/khrapovs/

Research output

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Jump to: Working papers Articles

Working papers

  1. Stanislav Khrapov, 2012. "Risk Premia: Short and Long-term," Working Papers w0169, New Economic School (NES).
  2. Stanislav Khrapov, 2011. "Pricing Central Tendency in Volatility," Working Papers w0168, New Economic School (NES).

Articles

  1. Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020. "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, vol. 217(2), pages 230-258.
  2. Stanislav Anatolyev & Stanislav Khrapov, 2019. "Do spatial structures yield better volatility forecasts? (in Russian)," Quantile, Quantile, issue 14, pages 63-81, June.
  3. Stanislav Anatolyev & Stanislav Khrapov, 2015. "Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting," Econometrics, MDPI, vol. 3(3), pages 1-23, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020. "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, vol. 217(2), pages 230-258.

    Cited by:

    1. Han, Hyojin, 2020. "On the identification of models with conditional characteristic functions," Economics Letters, Elsevier, vol. 186(C).

  2. Stanislav Anatolyev & Stanislav Khrapov, 2015. "Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting," Econometrics, MDPI, vol. 3(3), pages 1-23, August.

    Cited by:

    1. Anatolyev Stanislav, 2019. "Volatility filtering in estimation of kurtosis (and variance)," Dependence Modeling, De Gruyter, vol. 7(1), pages 1-23, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (1) 2012-03-28
  2. NEP-UPT: Utility Models and Prospect Theory (1) 2012-03-28

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