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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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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
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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
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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
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Endogeneity in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 190 (2016) 2, pp. 280-288
Persistent link: https://www.econbiz.de/10011592266
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Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 199 (2017) 2, pp. 131-140
Persistent link: https://www.econbiz.de/10011897659
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Heavy tails and copulas : topics in dependence modelling in economics and finance
Ibragimov, Rustam Ju.; Prokhorov, Artem - 2017
Persistent link: https://www.econbiz.de/10011444599
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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
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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
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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