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Ignatieva, Katja


 SSRN Author Rank: 37,244 by Downloads
 

University of New South Wales - Australian School of Business


 Sydney, NSW 2052
 Australia
 email address


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. Ignatieva, Katja's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
590
Total
Citations
4
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Ignatieva, Katja
University of New South Wales - Australian School of Business
Rodrigues, Paulo
Maastricht University - Department of Finance
Seeger, Norman
VU University Amsterdam
Posted:
16 Feb 09
Last Revised:
26 Mar 12
248
(71,663)
2

2.  
Baldeaux, Jan F.
University of Technology, Sydney
Fung, Man Chung
University of New South Wales (UNSW)
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
10 Nov 12
Last Revised:
15 Sep 13
79
(186,180)
 

3.  
Systematic Mortality Risk: An Analysis of Guaranteed Lifetime Withdrawal Benefits in Variable Annuities | Show Abstract | Download |
UNSW Australian School of Business Research Paper No. 2013ACTL15
Working Paper Series
Fung, Man Chung
University of New South Wales (UNSW)
Ignatieva, Katja
University of New South Wales - Australian School of Business
Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Posted:
15 Jun 13
Last Revised:
22 Apr 14
55
(226,244)
1

4.  
Industry Concentration, Excess Returns and Innovation in Australia | Show Abstract | Download |
Accounting and Finance, Forthcoming
Accepted Paper Series
Gallagher, David R.
UNSW Business School
Ignatieva, Katja
University of New South Wales - Australian School of Business
McCulloch, James
University of Technology, Sydney
Posted:
06 Oct 12
Last Revised:
22 Apr 14
53
(230,243)
 

5.  
Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae | Show Abstract | Download |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Working Paper Series
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
03 Nov 12
45
(247,395)
1

6.  
A Tractable Model for Indices Approximating the Growth Optimal Portfolio | Show Abstract | Download |
Studies in Nonlinear Dynamics and Econometrics, Vol. 18, No. 1, 2014
Accepted Paper Series
Baldeaux, Jan F.
University of Technology, Sydney
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
17 Oct 12
Last Revised:
22 Apr 14
43
(251,974)
 

7.  
Estimating the Diffusion Coefficient Function for a Diversified World Stock Index | Show Abstract | Download |
Computational Statistic and Data Analysis, Forthcoming
Accepted Paper Series
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
06 Oct 12
Last Revised:
22 Apr 14
26
(300,413)
 

8.  
A Nonparametric Model for Spot Price Dynamics and Pricing of Futures Contracts in Electricity Markets | Show Abstract | Download |
Studies in Nonlinear Dynamics and Econometrics, Forthcoming
Accepted Paper Series
Ignatieva, Katja
University of New South Wales - Australian School of Business
Posted:
03 Apr 14
Last Revised:
22 Apr 14
23
(311,935)
 

9.  
Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index | Show Abstract | Download |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 284
Working Paper Series
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Rendek, Renatak
affiliation not provided to SSRN
Posted:
03 Nov 12
18
(332,766)
 

10.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
25 Jan 12
Last Revised:
16 May 14
 


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