Details about Stanislav Khrapov

Access statistics for papers by Stanislav Khrapov.

Last updated 2024-10-05. Update your information in the RePEc Author Service.

Short-id: pkh208

Working Papers

2012

1. Risk Premia: Short and Long-term
   Working Papers, Center for Economic and Financial Research (CEFIR)
   Also in Working Papers, New Economic School (NES) (2012)

2011

2. Pricing Central Tendency in Volatility
   Working Papers, Center for Economic and Financial Research (CEFIR)
   Also in Working Papers, New Economic School (NES) (2011)

Journal Articles

2020

1. The leverage effect puzzle revisited: Identification in discrete time
   Journal of Econometrics, 2020, 217, (2), 230-258 View citations (2)

2019

2. Do spatial structures yield better volatility forecasts? (in Russian)
   Quantile, 2019, (14), 63-81

2015

3. Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
   Econometrics, 2015, 3, (3), 1-23 View citations (1)