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2020 – today
- 2021
[j6]Maria Ermolova, Andrey Leonidov, Vladimir Nechitailo, Henry Penikas, Nikolay Pilnik
, Ekaterina Serebryannikova:
Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation. J. Simulation 15(1-2): 82-92 (2021)
2010 – 2019
- 2019
- [j5]Maria Ermolova, Henry Penikas:
The impact of PD-LGD correlation on bank capital adequacy in nongranular loan portfolio. Model. Assist. Stat. Appl. 14(1): 103-120 (2019) - 2017
- [j4]Maria Ermolova, Henry Penikas:
Basel regulation: A dangerous obsession. Model. Assist. Stat. Appl. 12(1): 63-88 (2017) - [j3]Maria Ermolova, Henry Penikas:
PD-LGD correlation study: Evidence from the Russian corporate bond market. Model. Assist. Stat. Appl. 12(4): 335-358 (2017) - 2016
- [j2]Henry Penikas, Igor Sirotkin:
Optimal hedging ratio modeling using interday and intraday risk estimation: Moving window regression vs. cointegration approach. Model. Assist. Stat. Appl. 11(1): 59-70 (2016) - [c6]Andrew G. Bronevich, Alexander Lepskiy, Henry Penikas:
Coherence Analysis of Financial Analysts' Recommendations in the Framework of Evidence Theory. SCAKD@CLA 2016: 12-23 - [c5]Henry Penikas, Maria Ermolova:
QAIDS Model Based On Russian Pseudo-panel Data: Impact of 1998 and 2008 Crises. EEML@CLA 2016: 48-60 - 2015
- [c4]Andrew G. Bronevich, Alexander Lepskiy, Henry Penikas:
The Application of Conflict Measure to Estimating Incoherence of Analyst's Forecasts about the Cost of Shares of Russian Companies. ITQM 2015: 1113-1122 - 2014
- [c3]W. Travis Selmier II, Henry Penikas, Ksenia Vasilyeva:
Financial Risk as a Good. ITQM 2014: 115-123 - [c2]Vadim Arzamasov, Henry Penikas:
A Financial Stability Index for Israel. ITQM 2014: 985-994 - 2013
- [c1]Andreas Merikas, Anna Merika, Henry Penikas:
Dry Bulk Time Charter Rates Joint Return Distribution Modeling: Copula-Approach. ITQM 2013: 1125-1133 - 2012
- [j1]Irina K. Andrievskaya, Henry Penikas:
Copula-application to modelling Russian banking system capital adequacy according to Basel II IRB-approach. Model. Assist. Stat. Appl. 7(4): 267-280 (2012)
Coauthor Index
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