Ilya Archakov
Assistant Professor
CanadaResearch Interests
Explore related searches
Contact this professor
Get a free first email built on one of their papers, ready for you to edit and send yourself.
About
Dr. Ilya Archakov is an Assistant Professor at York University, Canada. His research focuses on advanced statistical modeling techniques, particularly in the areas of multivariate GARCH models, covariance and correlation matrices, and high-frequency trade data. Recent publications include studies on local mispricing, microstructural noise, and novel methods for generating random correlation matrices.
Articles (6)
Year:
2025
Year:
2024
Year:
2024
Year:
2022
Year:
2021
Year:
2021
Collaborators (6)
Stephen Taylor
Currently Professor of Finance
University of Lancaster
Yifan Li
The University of Manchester
Peter Reinhard Hansen
Professor (Latane Distinguished Chair)
University of North Carolina at Chapel Hill
Nikolaus Hautsch
University Professor
Universität Wien
Manh Cuong Pham
University of Lancaster
Ingmar Nolte
University of Lancaster
ApplyKite TwinLearns as you applyMake your next move.
Prepare your application
Review drafts before you send them.