| Could emotional markers in twitter posts add information to the stock market ARMAX-GARCH model A Porshnev, V Lakshina, I Redkin Higher School of Economics Research Paper No. WP BRP 54, 2016 | 10 | 2016 |
| Do portfolio investors need to consider the asymmetry of returns on the Russian stock market? V Lakshina The Journal of Economic Asymmetries 21, e00152, 2020 | 6 | 2020 |
| Using Emotional Markers' Frequencies in Stock Market ARMAX-GARCH Model AV Porshnev, VV Lakshina, IE Redkin | 1 | 2016 |
| The Fluke of Stochastic Volatility versus GARCH Inevitability: Which Model Creates Better Forecasts? V Lakshina Higher School of Economics Research Paper No. WP BRP 37, 2014 | 1 | 2014 |
| An Exceedance Probability of Financial Return and Its Application to the Risk Analysis E Karatetskaya, V Lakshina Available at SSRN 3796839, 2021 | | 2021 |
| Volatility spillovers with spatial effects on the oil and gas market E Karatetskaya, V Lakshina Available at SSRN 3185802, 2018 | | 2018 |
| Portfolio optimization using the GO-GARCH model: evidence from Ukrainian Stock Exchange Z Matsuk, F Deari, V Lakshina Економічний часопис-ХХІ, 116-121, 2016 | | 2016 |
| Is it possible to break the «curse of dimensionality»? Spatial specifications of multivariate volatility models V Lakshina Applied Econometrics 36 (4), 61-78, 2014 | | 2014 |
| THE INFLUENCE OF TWITTER MOODS ON THE STOCK MARKET VOLATILITY A Porshnev, V Lakshina | | |
| Does Twitter mood impact stock market indexes? V Lakshina, A Porshnev | | |
Alexander PorshnevMaynooth UniversityПідтверджена електронна адреса в mu.ie
