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Evgenii Vladimirov

Erasmus University Rotterdam (from arXiv:2309.00943, 2023) · OpenAlex

3 papers in scope · 2 published · 2 on the econ.EM arXiv · 8 citations · h-index 2 (over the papers listed here)

Papers

(2 of 3)

Estimating option pricing models using a characteristic function-based linear state space representation
published2024 · Journal of Econometrics · 3 citations · first circulated 2022
with H. Peter Boswijk, Roger J. A. Laeven
Paper profile Journal of Econometrics arXiv:2210.06217
iCOS: Option-Implied COS Method
working paper2023 · arXiv
Paper profile arXiv arXiv:2309.00943
Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?
published2020 · Economics of Transition and Institutional Change · 5 citations · first circulated 2018
with Mustafa Hakan Eratalay
Economics of Transition and Institutional Change

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.