1 citations · 2 across the 3 of their papers we have counts for
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econ.GN2024★ 1 cited
Efficient estimation of parameters in marginals in semiparametric multivariate models
Ivan Medovikov, Valentyn Panchenko, Artem Prokhorov
We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector withou…
econ.GN2014
When does the stock market listen to economic news? New evidence from copulas and news wires
Ivan Medovikov
We study association between macroeconomic news and stock market returns using the statistical theory of copulas, and a new comprehensive measure of news based on the indexing of n…
econ.GN2014★ 1 cited
Can Analysts Predict Rallies Better Than Crashes?
Ivan Medovikov
We use the copula approach to study the structure of dependence between sell-side analysts' consensus recommendations and subsequent security returns, with a focus on asymmetric ta…