Narrow search
Showing 31 - 40 of 73
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden
Murtazashvili, Irina; Liu, Di; Prokhorov, Artem - In: The Canadian journal of economics 48 (2015) 5, pp. 1733-1761
Persistent link: https://www.econbiz.de/10011568712
Cover Image
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
Hill, Jonathan B.; Prokhorov, Artem - In: Journal of econometrics 190 (2016) 1, pp. 18-45
Persistent link: https://www.econbiz.de/10011591613
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Consistent estimation of linear regression models using matched data
Hirukawa, Masayuki; Prokhorov, Artem - In: Journal of econometrics 203 (2018) 2, pp. 344-358
Persistent link: https://www.econbiz.de/10011974687
Cover Image
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