Access Statistics for Victor Lapshin
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Nonparametric Method For Term Structure Fitting With Automatic Smoothing | 0 | 0 | 0 | 10 | 1 | 2 | 11 | 41 |
| A joint non-parametric approach to the decomposition of bond yields and CDS spreads: application of Eurozone market data | 0 | 0 | 0 | 8 | 1 | 4 | 9 | 83 |
| CHOOSING THE WEIGHTING COEFFICIENTS FOR ESTIMATING THE TERM STRUCTURE FROM SOVEREIGN BONDS | 0 | 0 | 0 | 7 | 0 | 3 | 9 | 79 |
| Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments | 0 | 0 | 0 | 5 | 0 | 2 | 7 | 13 |
| STUDYING THE REPLICABILITY OF AGGREGATE EXTERNAL CREDIT ASSESSMENTS USING PUBLIC INFORMATION | 0 | 0 | 0 | 13 | 0 | 0 | 6 | 26 |
| Study of Consistency of Bond and CDS Quotes | 0 | 0 | 0 | 2 | 1 | 5 | 14 | 99 |
| Total Working Papers | 0 | 0 | 0 | 45 | 3 | 16 | 56 | 341 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Nonparametric Approach to Bond Portfolio Immunization | 0 | 0 | 0 | 0 | 0 | 0 | 10 | 11 |
| A nonparametric Bayesian approach to term structure fitting | 0 | 0 | 0 | 6 | 0 | 0 | 5 | 16 |
| A nonparametric method for term structure fitting with automatic smoothing | 0 | 0 | 0 | 0 | 0 | 3 | 11 | 21 |
| Choosing the weighting coefficients for estimating the term structure from sovereign bonds | 0 | 0 | 0 | 2 | 0 | 2 | 11 | 28 |
| Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle | 0 | 1 | 1 | 1 | 1 | 5 | 7 | 13 |
| Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation | 0 | 0 | 3 | 74 | 1 | 4 | 20 | 272 |
| Parametric Immunization of Interest Rate Risk via Term Structure Models | 0 | 0 | 1 | 21 | 0 | 4 | 12 | 77 |
| Yield Curve Estimation in Illiquid Bond Markets | 0 | 4 | 15 | 74 | 4 | 16 | 52 | 190 |
| Total Journal Articles | 0 | 5 | 20 | 178 | 6 | 34 | 128 | 628 |
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