| The leverage effect puzzle revisited: Identification in discrete time H Han, S Khrapov, E Renault Journal of econometrics 217 (2), 230-258, 2020 | 10 | 2020 |
| Affine option pricing model in discrete time S Khrapov, E Renault working paper, 2016 | 8 | 2016 |
| Option pricing via risk-neutral density forecasting S Khrapov 2nd International Workshop on “Financial Markets and Nonlinear Dynamics”(FMND), 2015 | 6 | 2015 |
| Do spatial structures yield better volatility forecasts? S Anatolyev, S Khrapov Working paper, 2016 | 3 | 2016 |
| Right on target, or is it? The role of distributional shape in variance targeting S Anatolyev, S Khrapov Econometrics 3 (3), 610-632, 2015 | 2 | 2015 |
| Affine Option Pricing Model in Discrete Time E Renault, S Khrapov Brown University, 2013 | 2 | 2013 |
| Do spatial structures yield better volatility forecasts?(in Russian) S Anatolyev, S Khrapov Quantile, 63-81, 2019 | | 2019 |
| Buy Global, Sell Local. Consumption Heterogeneity, Regional Risk-Sharing, and the Cross-Section of Equity Returns R Colacito, S Khrapov Consumption Heterogeneity, Regional Risk-Sharing, and the Cross-Section of …, 2016 | | 2016 |
| Affine Option Pricing Model in Discrete Time [preliminary and incomplete] S Khrapov, E Renault | | 2015 |
| Affine Option Pricing Model in Discrete Time [preliminary and incomplete] E Renault, S Khrapov | | 2013 |
| Essays in Asset Pricing S Khrapov The University of North Carolina at Chapel Hill, 2011 | | 2011 |
| Pricing Central Tendency in Volatility S Khrapov | | 2011 |
| Risk Premia: Short and Long-term S Khrapov | | 2011 |
| Censored Regression Models: An Empirical Investigation of Charitable Donations SV Khrapov | | 2006 |
| Buy Global, Sell Local R COLACITO, S KHRAPOV | | |
Stanislav AnatolyevCERGE-EI and New Economic SchoolПодтвержден адрес электронной почты в домене cerge-ei.cz
