Artem Prokhorov

Economics and Econometrics · 2009–2017

A researcher in the Science corpus: 5 papers; trusts 25 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 31 citations into it; #21,656 of 23,481 by trust here, #17,346 by citations
• Finance — 24 citations into it; #4,399 of 10,518 by trust here, #6,419 by citations
• Management Science and Operations Research — 24 citations into it
• Statistics and Probability — 20 citations into it
• Artificial Intelligence — 7 citations into it

Whom Artem Prokhorov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Paul Embrechts
2. Levent Kutlu
3. Wolfgang Breymann
4. Xiaohong Chen
5. Lars Peter Hansen
6. Mustafa Karakaplan
7. Jean-David Fermanian
8. Valentyn Panchenko
9. Daniel Berg
10. Alexandra Dias

Who trusts Artem Prokhorov overall

1. Daniel Berg
2. Jean-David Fermanian
3. Panagiotis Ch. Anastasopoulos
4. Christine E. Amsler
5. Kjersti Aas

Papers from Artem Prokhorov's perspective

Ordered by how strongly the researchers Artem Prokhorov trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. Fonctions de repartition a n dimensions et leurs marges
3. Dependence structures for multivariate high-frequency data in finance
4. Goodness-of-fit tests for copulas
5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
6. Estimation of Copula-Based Semiparametric Time Series Models
7. Goodness-of-fit test for copulas
8. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
9. Copula goodness-of-fit testing: an overview and power comparison
10. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a

Their papers

• Endogeneity in Stochastic Frontier Models (2016) — 233 citations
• Endogenous Environmental Variables In Stochastic Frontier Models (2017) — 86 citations
• Using Copulas to Model Time Dependence in Stochastic Frontier Models (2014) — 61 citations
• A Goodness-of-fit Test for Copulas (2014) — 105 citations
• Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas (2009) — 55 citations