Valeriya Lakshina
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Посилання
Рік
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
62016
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
12014
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
2020
Volatility Spillovers with Spatial Effects on the Oil and Gas Market
E Karatetskaya, V Lakshina
Available at SSRN 3185802, 2018
2018
Using Emotional Markers' Frequencies in Stock Market ARMAX-GARCH Model
AV Porshnev, VV Lakshina, IE Redkin
2016
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, N Novgorod
Does Twitter mood impact stock market indexes?
V Lakshina, A Porshnev
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