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~subject:"Multivariate Verteilung"
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Multivariate Verteilung
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Prokhorov, Artem
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ECONIS (ZBW)
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Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen
;
Prokhorov, Artem
;
Qian, Hailong
- In:
Economics letters
171
(
2018
),
pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
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2
A new measure of vector dependence, with applications to financial risk and contagion
Medovikov, Ivan
;
Prokhorov, Artem
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 474-503
Persistent link: https://www.econbiz.de/10011987541
Saved in:
3
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
4
Estimation of hierarchical Archimedean copulas as a shortest path problem
Matsypura, Dmytro
;
Neo, Emily
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 131-134
Persistent link: https://www.econbiz.de/10011620207
Saved in:
5
Generalized information matrix tests for copulas
Prokhorov, Artem
;
Schepsmeier, Ulf
;
Zhu, Yajing
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1024-1054
Persistent link: https://www.econbiz.de/10012181382
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6
Reconstructing high dimensional dynamic distributions from ditributions of lower dimension
Anatolyev, Stanislav
;
Khabibullin, Renat
;
Prokhorov, Artem
-
2012
Persistent link: https://www.econbiz.de/10009509704
Saved in:
7
Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
Saved in:
8
A goodness-of-fit test for copulas
Huang, Wanling
;
Prokhorov, Artem
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 751-771
Persistent link: https://www.econbiz.de/10010363881
Saved in:
9
An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav
;
Khabibullin, Renat
;
Prokhorov, Artem
- In:
Economics letters
123
(
2014
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
Saved in:
10
Likelihood-based estimation in a panel setting : robustness, redundancy and validity of copulas
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 93-104
Persistent link: https://www.econbiz.de/10003892661
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