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Katja Ignatieva

SSRN Author Rank: 26,987 by Downloads and 39,505 by Citations

 

University of New South Wales - Australian School of Business


 Sydney, NSW 2052
 Australia
 email address


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. Katja Ignatieva's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,181
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:
13 Feb 15
301
(72,587)
2

2.  
Baldeaux, Jan F.
University of Technology, Sydney
Fung, Man Chung
CSIRO
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
107
(151,475)
 

3.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
25 Jan 12
Last Revised:
30 Sep 15
103
(174,008)
 

4.  
Fung, Man Chung
CSIRO
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:
30 Sep 15
72
(224,241)
1

5.   Incl. Electronic Paper
Gallagher, David R.
Centre for International Finance and Regulation (CIFR)
Ignatieva, Katja
University of New South Wales - Australian School of Business
McCulloch, James
University of Technology, Sydney
Posted:
06 Oct 12
Last Revised:
10 Jun 15
70
(244,000)
 

6.  
A Tractable Model for Indices Approximating the Growth Optimal Portfolio | Show Abstract | Download This Paper | Open PDF in Browser |
Studies in Nonlinear Dynamics and Econometrics, Vol. 18, No. 1, 2014
Number of Pages in PDF File: 27
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
53
(278,365)
 

7.  
Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Number of Pages in PDF File: 40
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
51
(273,585)
1

8.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Posted:
03 Apr 14
Last Revised:
22 Apr 14
42
(285,673)
 

9.  
A Hybrid Model for Pricing and Hedging of Long Dated Bonds | Show Abstract | Download This Paper | Open PDF in Browser |
UNSW Business School Research Paper No. 2015ACTL06
Number of Pages in PDF File: 29
Baldeaux, Jan F.
University of Technology, Sydney
Fung, Man Chung
CSIRO
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
13 Mar 15
Last Revised:
30 Sep 15
32
(298,717)
 

10.  
Estimating the Diffusion Coefficient Function for a Diversified World Stock Index | Show Abstract | Download This Paper | Open PDF in Browser |
Computational Statistic and Data Analysis, Forthcoming
Number of Pages in PDF File: 25
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
30
(334,499)
 

11.  
Fung, Man Chung
CSIRO
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:
12 Mar 15
26
(304,209)
 

12.  
Da Fonseca, José
Auckland University of Technology - Faculty of Business & Law
Ignatieva, Katja
University of New South Wales - Australian School of Business
Ziveyi, Jonathan
UNSW Australia Business School, School of Risk & Actuarial Studies
Posted:
13 Mar 15
Last Revised:
01 Oct 15
22
(304,209)
 

13.  
Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 284
Number of Pages in PDF File: 39
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
20
(392,505)
 

14.  
A Multivariate Forward-Rate Mortality Framework | Show Abstract | Download This Paper | Open PDF in Browser |
UNSW Business School Research Paper No. 2014ACTL08
Number of Pages in PDF File: 24
Alai, Daniel H.
University of Kent
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:
18 Dec 14
Last Revised:
02 Jan 15
16
(378,284)
 

15.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Landsman, Zinoviy
University of Haifa, Department of Statistics
Posted:
13 Mar 15
Last Revised:
30 Sep 15
6
(352,520)
 

16.  
Da Fonseca, José
Auckland University of Technology - Faculty of Business & Law
Ignatieva, Katja
University of New South Wales - Australian School of Business
Posted:
01 May 16
0
(328,084)
 

17.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Song, Andrew
UNSW Australia Business School, School of Risk & Actuarial Studies
Ziveyi, Jonathan
UNSW Australia Business School, School of Risk & Actuarial Studies
Posted:
21 Apr 16
0
(341,356)
 


Records 1 - 17 of 17 matches
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