DMCA
Time-series econometrics, financial econometrics, statistics. EDUCATION (2011)
BibTeX
@MISC{Medovikov11time-serieseconometrics,,
author = {Ivan Medovikov and Ph. D. C and Th Year and Home Address Stadium Rd and Degree Field},
title = {Time-series econometrics, financial econometrics, statistics. EDUCATION},
year = {2011}
}
Share
 |
 |
 |
 |
||
OpenURL
Abstract
“A test for independence of random vectors based on weighted empirical copula process”, Medovikov, I., Complete, to be submitted “Marco-economic news index: assessing the effect of economic news on financial markets”, Medovikov, I., Complete, to be submitted WORK IN PROGRESS “Beyond auto-correlations: the serial dependence function”, Medovikov, I. “A globally-consistent test for shift-contagion in financial markets”, Medovikov, I. “Documenting non-linear dependence in financial time series”, Medovikov, I. “A test for credibility of policy targets”, Medovikov, I. CONFERENCE PRESENTATIONS Midwest Econometrics Group Meetings (presenter) October 2011
Keyphrases
financial econometrics time-series econometrics financial market random vector financial time series non-linear dependence globally-consistent test weighted empirical copula process marco-economic news index policy target serial dependence function economic news work progress beyond auto-correlations
