Details about Alexey Balaev

Access statistics for papers by Alexey Balaev.

Last updated 2019-05-31. Update your information in the RePEc Author Service.

Short-id: pba1675

Journal Articles

2014

1. Effect of Oil Price and Exchange Rate on the Fiscal Revenues
   Finansovyj žhurnal — Financial Journal, 2014, (1), 5-16 View citations (3)
2. Modelling financial returns and portfolio construction for the Russian stock market
   International Journal of Computational Economics and Econometrics, 2014, 4, (1/2), 32-81 View citations (4)
3. The copula based on multivariate t-distribution with vector of degrees of freedom
   Applied Econometrics, 2014, 33, (1), 90-110

2011

4. Modeling multivariate parametric densities of financial returns (in Russian)
   Quantile, 2011, (9), 39-60 View citations (1)
5. Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling
   Applied Econometrics, 2011, 23, (3), 79-97