Ivan Medovikov

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ivan Medovikov trusts overall

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

  1. Andrew J. Patton
  2. Chiara Scotti
  3. Robert F. Engle
  4. Umberto Cherubini
  5. John R. Lott
  6. Cathy Ning
  7. Tim Bollerslev

Papers from Ivan Medovikov's perspective

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

  1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  2. Surprise and Uncertainty Indexes: Real-Time Aggregation of Real-Activity Macro Surprises
  3. Nowcasting: the real time informational content of macroeconomic data releases
  4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  5. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. Extreme Correlation of International Equity Markets
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. A Simple Long Memory Model of Realized Volatility
  10. A test for constant correlations in a multivariate GARCH model

Their papers