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Ilya Archakov

York University (from arXiv:2601.12198, 2026) · OpenAlex

9 papers in scope · 7 published · 6 on the econ.EM arXiv · 81 citations · h-index 5 (over the papers listed here)

Related authors

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

  1. Peter Reinhard Hansen
  2. Chen Tong
  3. Tong Chen
  4. Asger Lunde
  5. Xinxian Chen
  6. Yiyao Luo
  7. K. B. Gubbels
  8. Andre Lucas
  9. Zhuo Huang
  10. Thomas K. Kloster
  11. Fred Espen Benth
  12. Yuta Yamauchi
  13. Alessandra Luati
  14. Yasuhiro Omori
  15. Rutger-Jan Lange
  16. Kim Christensen
  17. Jelmer Yeb Ypma
  18. Cornelis W. Oosterlee
  19. Neville Francis
  20. Enzo D’Innocenzo

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

(7 of 9)

working paper2026 · arXiv
working paper2026 · arXiv
published2025 · Journal of Econometrics · 12 citations · first circulated 2020
published2025 · Journal of Business and Economic Statistics · 1 citations · first circulated 2024
published2023 · Econometrics Journal · 9 citations · first circulated 2022
published2022 · The Review of Economics and Statistics · 5 citations · first circulated 2020
Local mispricing and microstructural noise: A parametric perspective” [J. Econometrics 230 (2022) 510–534
published2021 · Journal of Econometrics · 22 citations
with Torben G. Andersen, Gökhan Cebiroğlu, Nikolaus Hautsch
published2021 · Econometrica · 3 citations
A Descriptive Study of High-Frequency Trade and Quote Option Data*
published2020 · Journal of Financial Econometrics · 29 citations · first circulated 2019
with Torben G. Andersen, Leon Eric Grund, Nikolaus Hautsch, Yifan Li, Sergey Nasekin, Ingmar Nolte, Manh Cuong Pham, Stephen J. Taylor, Viktor Todorov

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.