Ivan Medovikov

Brock University

Assistant Professor

500 Glenridge Avenue

St. Catherines, Ontario L2S 3A1

Canada

http://www.brocku.ca/social-sciences/departments-and-centres/economics/faculty/ivan-medovikov

SCHOLARLY PAPERS

5

DOWNLOADS

226

CITATIONS

0

Scholarly Papers (5)

1.

When Does the Stock Market Listen to Economic News? New Evidence from Copulas and News Wires

Number of pages: 42 Posted: 16 Mar 2015 Last Revised: 15 May 2015
Ivan Medovikov
Brock University
Downloads 93 (261,136)

Abstract:

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copulas, macroeconomic news index, market efficiency, nonlinear dependence, tail dependence

2.

A New Measure of Vector Dependence, with an Application to Financial Contagion

Number of pages: 37 Posted: 16 Mar 2015 Last Revised: 13 Nov 2015
Ivan Medovikov and Artem Prokhorov
Brock University and Concordia University, Quebec - Department of Economics
Downloads 61 (332,512)

Abstract:

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Copula, measures of vector dependence, financial crises, financial contagion, nonparametric statistics

3.

Can Stock Analysts Predict Volatility?

Number of pages: 26 Posted: 01 Jun 2018
Ivan Medovikov
Brock University
Downloads 29 (444,116)

Abstract:

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Financial Analyst, Portfolio Management, Risk Management

4.

Can Analysts Predict Rallies Better than Crashes?

Finance Research Letters, Vol. 11, No. 4, 2014
Number of pages: 16 Posted: 16 Mar 2015
Ivan Medovikov
Brock University
Downloads 29 (444,116)

Abstract:

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analyst recommendations, copulas, nonlinear dependence, tail dependence, portfolio design

5.

Non-Parametric Weighted Tests for Independence Based on Empirical Copula Process.

Ivan Medovikov (2015): Non-parametric weighted tests for independence based on empirical copula process, Journal of Statistical Computation and Simulation, DOI: 10.1080/00949655.2014.995657
Number of pages: 18 Posted: 16 Mar 2015
Ivan Medovikov
Brock University
Downloads 14 (524,112)

Abstract:

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tests for independence, nonparametric methods, copula, Monte-Carlo methods, test power, weighted Cramér– von Mises statistics, empirical copula process