Details about Victor Olkhov

Access statistics for papers by Victor Olkhov.

Last updated 2024-09-07. Update your information in the RePEc Author Service.

Short-id: pol219

Working Papers

2024

1. Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
   Papers, arXiv.org View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2023) View citations (2)
2. Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
   Papers, arXiv.org
3. Lower bounds of uncertainty and upper limits on the accuracy of forecasts of macroeconomic variables
   MPRA Paper, University Library of Munich, Germany
4. Market-Based "Actual" Returns of Investors
   Papers, arXiv.org
5. Market-Based Asset Price Probability
   Papers, arXiv.org View citations (4)
   Also in MPRA Paper, University Library of Munich, Germany (2022) View citations (4)
   MPRA Paper, University Library of Munich, Germany (2022) View citations (5)
6. Market-Based Price Autocorrelation
   Papers, arXiv.org View citations (2)
   Also in MPRA Paper, University Library of Munich, Germany (2024)
7. Market-Based Probability of Stock Returns
   Papers, arXiv.org View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2023) View citations (3)
8. Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model
   Papers, arXiv.org View citations (5)
9. Theoretical Economics and the Second-Order Economic Theory. What is it?
   Papers, arXiv.org View citations (6)
   Also in MPRA Paper, University Library of Munich, Germany (2021) View citations (7)
10. Theoretical Economics as Successive Approximations of Statistical Moments
    Papers, arXiv.org
11. Three Remarks On Asset Pricing
    Papers, arXiv.org View citations (7)
    Also in MPRA Paper, University Library of Munich, Germany (2021) View citations (7)
    MPRA Paper, University Library of Munich, Germany (2021) View citations (7)
12. To VaR, or Not to VaR, That is the Question
    Papers, arXiv.org View citations (9)
    Also in MPRA Paper, University Library of Munich, Germany (2021) View citations (9)
13. Volatility Depends on Market Trades and Macro Theory
    Papers, arXiv.org View citations (7)
    Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (7)

2023

14. Economic Theory as Successive Approximations of Statistical Moments
    MPRA Paper, University Library of Munich, Germany
15. The Market-Based Statistics of “Actual” Returns of Investors
    MPRA Paper, University Library of Munich, Germany

2022

16. Economic Policy - the Forth Dimension of the Economic Theory
    MPRA Paper, University Library of Munich, Germany View citations (2)
17. Introduction of the Market-Based Price Autocorrelation
    MPRA Paper, University Library of Munich, Germany View citations (2)
18. Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model
    MPRA Paper, University Library of Munich, Germany View citations (6)
19. Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Papers, arXiv.org (2022) View citations (2)

2021

20. Classical Option Pricing and Some Steps Further
    Papers, arXiv.org View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (2)
    MPRA Paper, University Library of Munich, Germany (2020) View citations (3)
21. Price, Volatility and the Second-Order Economic Theory
    Papers, arXiv.org
    Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (3)

2020

22. Business Cycles as Collective Risk Fluctuations
    MPRA Paper, University Library of Munich, Germany View citations (4)
    Also in Papers, arXiv.org (2020) View citations (4)
23. Econophysics of Asset Price, Return and Multiple Expectations
    Papers, arXiv.org View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2019) View citations (6)

2019

24. Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks
    MPRA Paper, University Library of Munich, Germany
25. New Essentials of Economic Theory
    MPRA Paper, University Library of Munich, Germany View citations (2)
26. New Essentials of Economic Theory I. Assumptions, Economic Space and Variables
    MPRA Paper, University Library of Munich, Germany View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2019) View citations (4)
27. New Essentials of Economic Theory III. Economic Applications
    MPRA Paper, University Library of Munich, Germany View citations (3)
28. New essentials of economic theory II. Economic transactions, expectations and asset pricing
    MPRA Paper, University Library of Munich, Germany View citations (2)

2018

29. Economic Transactions Govern Business Cycles
    MPRA Paper, University Library of Munich, Germany View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2018)
30. Economic and Financial Transactions Govern Business Cycles
    MPRA Paper, University Library of Munich, Germany View citations (2)
31. Econophysics Beyond General Equilibrium: the Business Cycle Model
    Papers, arXiv.org View citations (1)
32. Expectations, Price Fluctuations and Lorenz Attractor
    MPRA Paper, University Library of Munich, Germany View citations (9)
33. The Business Cycle Model Beyond General Equilibrium
    MPRA Paper, University Library of Munich, Germany View citations (1)

2017

34. Econophysics Macroeconomic Model
    Papers, arXiv.org View citations (3)
35. Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks
    Papers, arXiv.org View citations (15)
36. Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables
    Papers, arXiv.org View citations (1)
37. Econophysics of Macroeconomics: "Action-at-a-Distance" and Waves
    Papers, arXiv.org View citations (3)
38. Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves
    Papers, arXiv.org View citations (2)
39. Quantitative Description of Financial Transactions and Risks
    MPRA Paper, University Library of Munich, Germany View citations (12)

2016

40. Finance, risk and economic space
    MPRA Paper, University Library of Munich, Germany View citations (29)
41. On Hidden Problems of Option Pricing
    MPRA Paper, University Library of Munich, Germany View citations (4)

Journal Articles

2019

1. Financial Variables, Market Transactions, and Expectations as Functions of Risk
   IJFS, 2019, 7, (4), 1-27 View citations (11)

2018

2. How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables
   IJFS, 2018, 6, (2), 1-19 View citations (13)

2017

3. Quantitative wave model of macro-finance
   International Review of Financial Analysis, 2017, 50, (C), 143-150 View citations (17)

2016

4. On Economic Space notion
   International Review of Financial Analysis, 2016, 47, (C), 372-381 View citations (22)