Citations of
Vladislav Kargin

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| Working papers | Articles | Access and download statistics

Working papers

1. V. Kargin & Alexei Onatski, 2004. "Curve Forecasting by Functional Autoregression," Discussion Papers 0405-18, Columbia University, Department of Economics. [Downloadable!]
   Other versions:
   • A. Onatski & V. Karguine, 2005. "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005 59, Society for Computational Economics. [Downloadable!]
   
   Published as:
   • Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2508-2526, November. [Downloadable!] (restricted)

   Cited by:

   1. Almeida, Caio Ibsen Rodrigues de & Vicente, José Valentim M., 2007. "The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model," Economics Working Papers (Ensaios Economicos da EPGE) 657, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
      Other versions:
      • Almeida, Caio & Vicente, José, 2008. "The role of no-arbitrage on forecasting: Lessons from a parametric term structure model," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2695-2705, December. [Downloadable!] (restricted)
   2. Rob J. Hyndman & Han Lin Shang, 2008. "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers 9/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

2. Vladislav Kargin, 2004. "Coordination Games with Quantum Information," Game Theory and Information 0409006, EconWPA. [Downloadable!]

   Cited by:

   1. Adam Brandenburger, 2007. "A Connection Between Correlation in Game Theory and Quantum Mechanics," Levine's Working Paper Archive 122247000000001725, David K. Levine. [Downloadable!]

3. Vladislav Kargin, 2003. "Uncertainty of the Shapley Value," Game Theory and Information 0309003, EconWPA. [Downloadable!]
   Published as:
   • Vladislav Kargin, 2005. "Uncertainty Of The Shapley Value," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 517-529. [Downloadable!] (restricted)

   Cited by:

   1. Stefano Moretti & Fioravante Patrone, 2008. "Transversality of the Shapley value," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 1-41, July. [Downloadable!] (restricted)

4. Vladislav Kargin, 2003. "Lattice Option Pricing By Multidimensional Interpolation," Finance 0309003, EconWPA, revised 29 Oct 2004. [Downloadable!]
   Published as:
   • Vladislav Kargin, 2005. "Lattice Option Pricing By Multidimensional Interpolation," Mathematical Finance, Blackwell Publishing, vol. 15(4), pages 635-647. [Downloadable!] (restricted)

   Cited by:

   1. Denis Belomestny & Grigori N. Milstein & Vladimir Spokoiny, 2006. "Regression methods in pricing American and Bermudan options using consumption processes," SFB 649 Discussion Papers SFB649DP2006-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

1. Vladislav Kargin, 2008. "On coordination games with quantum correlations," International Journal of Game Theory, Springer, vol. 37(2), pages 211-218, June. [Downloadable!] (restricted)

   Cited by:

   1. Adam Brandenburger, 2008. "The Relationship Between Classical and Quantum Correlation in Games," Levine's Working Paper Archive 122247000000002312, David K. Levine. [Downloadable!]

2. Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2508-2526, November. [Downloadable!] (restricted)
   Other versions:
   • V. Kargin & Alexei Onatski, 2004. "Curve Forecasting by Functional Autoregression," Discussion Papers 0405-18, Columbia University, Department of Economics. [Downloadable!]
   • A. Onatski & V. Karguine, 2005. "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005 59, Society for Computational Economics. [Downloadable!]

   See citations under working paper version above.

3. Vladislav Kargin, 2005. "Uncertainty Of The Shapley Value," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 517-529. [Downloadable!] (restricted)
   Other versions:
   • Vladislav Kargin, 2003. "Uncertainty of the Shapley Value," Game Theory and Information 0309003, EconWPA. [Downloadable!]

   See citations under working paper version above.

4. Vladislav Kargin, 2005. "Lattice Option Pricing By Multidimensional Interpolation," Mathematical Finance, Blackwell Publishing, vol. 15(4), pages 635-647. [Downloadable!] (restricted)
   Other versions:
   • Vladislav Kargin, 2003. "Lattice Option Pricing By Multidimensional Interpolation," Finance 0309003, EconWPA, revised 29 Oct 2004. [Downloadable!]

   See citations under working paper version above.

This page was last updated on 2009-11-30.