Valeriya Lakshina

Valeriya Lakshina

National Research University Higher School of Economics - Moscow / Russia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5751409
Национальный исследовательский университет
person_outline Valeriya Lakshina's MOST POPULAR ARTICLES
1-) Could emotional markers in twitter posts add information to the stock market ARMAX-GARCH modelA Porshnev, V Lakshina, I RedkinHigher School of Economics Research Paper No. WP BRP 54, 2016102016
2-) Do portfolio investors need to consider the asymmetry of returns on the Russian stock market?V LakshinaThe Journal of Economic Asymmetries 21, e00152, 202062020
3-) Using Emotional Markers\' Frequencies in Stock Market ARMAX-GARCH ModelAV Porshnev, VV Lakshina, IE Redkin32016
4-) The Fluke of Stochastic Volatility versus GARCH Inevitability: Which Model Creates Better Forecasts?V LakshinaHigher School of Economics Research Paper No. WP BRP 37, 201412014
5-) An Exceedance Probability of Financial Return and Its Application to the Risk AnalysisE Karatetskaya, V LakshinaAvailable at SSRN 3796839, 20212021