Concepedia

Alexei G. Orlov

AG

14

Publications

514

Citations

12

H-Index

2006

Active since

Affiliations

Radford University(Current)

United States Securities and Exchange Commission

Georgia Southern University

Troy University

Bocconi University

Alexei G. Orlov is an author at Radford University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsGlobal FinanceAsset PricingExchange RateFinancial EconomicsEducationManagementEconometrics

Publications per year

2006–2022

14

Publications

14

The dynamics of exchange rate volatility: A panel VAR approach

Axel Grossmann, Inessa Love, Alexei G. Orlov · Journal of International Financial Markets Institutions and Money · 2014 · 121 citations

Volatility Modeling, Economics, Financial Economics +9

A cospectral analysis of exchange rate comovements during Asian financial crisis

Alexei G. Orlov · Journal of International Financial Markets Institutions and Money · 2009 · 102 citations

Economics, International Finance, Cospectral Analysis +10

Spatial modeling of stock market comovements

Gema Fernández‐Avilés, José‐María Montero, Alexei G. Orlov · Finance research letters · 2012 · 61 citations

Economics, Quantitative Spatial Model, Spatial Statistical Analysis +6

An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management

Steven L. Beach, Alexei G. Orlov · Financial Markets and Portfolio Management · 2007 · 57 citations

International Management, Portfolio Optimization, International Finance +11

Time-frequency analysis of crude oil and S&P500 futures contracts

Joseph McCarthy, Alexei G. Orlov · Quantitative Finance · 2012 · 35 citations

Engineering, Time Series Econometrics, Asset Pricing +19

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