2 citations · 6 across the 22 of their papers we have counts for
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Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics
Victor Olkhov
Accuracy of economic theories and efficiency of economic policy strictly depend on the choice of the economic variables and processes mostly liable for description of economic real…
Market-Based Asset Price Probability
Victor Olkhov
The random values and volumes of consecutive trades made at the exchange with shares of security determine its mean, variance, and higher statistical moments. The volume weighted a…
Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model
Victor Olkhov
This paper highlights the hidden dependence of the basic pricing equation of a multi-period consumption-based asset pricing model on price and payoff autocorrelations. We obtain th…
Market-Based Price Autocorrelation
Victor Olkhov
This paper assumes that the randomness of market trade values and volumes determines the properties of stochastic market prices. We derive the direct dependence of the first two pr…