Artem Prokhorov

Concordia University, Quebec - Department of Economics

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1MB

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

135

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

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 70 (329,617)

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

2.

Reconstructing High Dimensional Dynamic Distributions from Distributions of Lower Dimension

Number of pages: 29 Posted: 20 Mar 2012
Stanislav Anatolyev, Renat Khabibullin and Artem Prokhorov
New Economic School, Barclays Investment Bank and Concordia University, Quebec - Department of Economics
Downloads 44 (409,732)

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multivariate distribution, univariate distribution, copula, asset returns

3.

GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference

Number of pages: 30 Posted: 08 Oct 2011 Last Revised: 15 Jul 2013
Jonathan B. Hill and Artem Prokhorov
University of North Carolina (UNC) at Chapel Hill – Department of Economics and Concordia University, Quebec - Department of Economics
Downloads 21 (516,729)

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GEL, GARCH, tail trimming, heavy tails, robust inference, efficient moment estimation

4.

Two‐Sample Nonparametric Estimation of Intergenerational Income Mobility in the United States and Sweden

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 48, Issue 5, pp. 1733-1761, 2015
Number of pages: 29 Posted: 22 Jul 2016
Irina Murtazashvili, Di Liu and Artem Prokhorov
Drexel University - Department of Economics & International Business, Concordia University, Quebec - Department of Economics and Concordia University, Quebec - Department of Economics
Downloads 0 (670,601)
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