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  1. 2019

  2. Generalized information matrix tests for copulas

    Prokhorov, A., Schepsmeier, U. & Zhu, Y., 21 Oct 2019, In: Econometric Reviews. 38, 9, p. 1024-1054 31 p.

    Research output: Contribution to journal › Article › peer-review

  3. 2018

  4. Moment redundancy test with application to efficiency-improving copulas

    Hao, B., Prokhorov, A. & Qian, H., 1 Oct 2018, In: Economics Letters. 171, p. 29-33 5 p.

    Research output: Contribution to journal › Article › peer-review

  5. Consistent estimation of linear regression models using matched data

    Hirukawa, M. & Prokhorov, A., 1 Apr 2018, In: Journal of Econometrics. 203, 2, p. 344-358 15 p.

    Research output: Contribution to journal › Article › peer-review

  6. The maxwell operator with periodic coefficients in a cylinder

    Filonov, N. & Prokhorov, A., 1 Jan 2018, In: St. Petersburg Mathematical Journal. 29, 6, p. 997-1006

    Research output: Contribution to journal › Article › peer-review

  7. 2017

  8. Endogenous environmental variables in stochastic frontier models

    Amsler, C., Prokhorov, A. & Schmidt, P., 1 Aug 2017, In: Journal of Econometrics. 199, 2, p. 131-140 10 p.

    Research output: Contribution to journal › Article › peer-review

  9. A new measure of vector dependence, with applications to financial risk and contagion

    Medovikov, I. & Prokhorov, A., 1 Jun 2017, In: Journal of Financial Econometrics. 15, 3, p. 474-503 30 p., nbx015.

    Research output: Contribution to journal › Article › peer-review

  10. Estimating Asymmetric Dynamic Distributions in High Dimensions

    Anatolyev, S., Khabibullin, R. & Prokhorov, A., 27 Mar 2017, Assymetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns. Wiley-Blackwell, p. 169-195 27 p.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review

  11. Heavy tails and copulas: Topics in dependence modelling in economics and finance

    Ibragimov, R. & Prokhorov, A., 24 Feb 2017, WORLD SCIENTIFIC PUBL CO PTE LTD. 284 p.

    Research output: Book/Report/Anthology › Book › peer-review

  12. 2016

  13. Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem

    Matsypura, D., Neo, E. & Prokhorov, A., 1 Dec 2016, In: Economics Letters. 149, p. 131-134 4 p.

    Research output: Contribution to journal › Article › peer-review

  14. Heavy tails and copulas: Limits of diversification revisited

    Ibragimov, R. & Prokhorov, A., 1 Dec 2016, In: Economics Letters. 149, p. 102-107 6 p.

    Research output: Contribution to journal › Article › peer-review

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