Concepedia

Stanislav Anatolyev

SA

21

Publications

646

Citations

14

H-Index

2002

Active since

Affiliations

New Economic School(Current)

Center for Economic Research and Graduate Education – Economics Institute

Stanislav Anatolyev is an author at New Economic School specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsStatisticsEconometricsEconomic AnalysisAsset PricingAccountingFinancial EconomicsStatistical Inference

Publications per year

2002–2021

21

Publications

21

AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS

Stanislav Anatolyev, Grigory Kosenok · Econometric Theory · 2005 · 108 citations

Parameter Estimation, Density Estimation, Engineering +9

GMM, GEL, Serial Correlation, and Asymptotic Bias

Stanislav Anatolyev · Econometrica · 2005 · 101 citations

Econometric Model, Economics, Asymptotic Bias +15

A Trading Approach to Testing for Predictability

Stanislav Anatolyev, Alexander Gerko · Journal of Business and Economic Statistics · 2005 · 77 citations

Empirical Finance, Asset Pricing, Management +16

Modeling Financial Return Dynamics via Decomposition

Stanislav Anatolyev, Nikolay Gospodinov · Journal of Business and Economic Statistics · 2010 · 68 citations

Volatility Modeling, Financial Return Dynamics, Excess Stock Returns +19

ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS

Stanislav Anatolyev, Pavel Yaskov · Econometric Theory · 2016 · 28 citations · Full text

Spectral Theory, Projection Matrices, Engineering +7

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