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Aygul Zagidullina

University of Konstanz (from arXiv:1906.05545, 2019) · ORCID · OpenAlex

3 papers in scope · 2 published · 2 on the econ.EM arXiv · 14 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Giorgio Calzolari
  2. Christian Mücher
  3. Roxana Halbleib
  4. Winfried Pohlmeier
  5. Benjamin Poignard
  6. Manabu Asai
  7. Hedibert F. Lopes
  8. Gregor Kastner
  9. Sylvia Frühwirth-Schnatter
  10. Maurizio Daniele
  11. Rafael Reisenhofer
  12. Nikolaus Hautsch
  13. Xandro Bayer
  14. Darjus Hosszejni
  15. Timo Dimitriadis
  16. Bruno P. C. Levy
  17. Sina Streicher
  18. Jasper Rennspies
  19. Jeannine Polivka
  20. Florian Huber

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 3)

A Sparse Approximate Factor Model for High-Dimensional Covariance Matrix Estimation and Portfolio Selection
published2024 · Journal of Financial Econometrics · 6 citations
A Latent Factor Model for Forecasting Realized Variances
published2019 · Journal of Financial Econometrics · 5 citations · first circulated 2017
working paper2019 · arXiv · 3 citations

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.