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1st year of study Approved topic of thesis: Relaxing Distributional Assumptions and Accounting for the Asymmetry Effect in Generalized Autoregressive Conditional Heteroskedasticity Models Academic Supervisor: Bogdan Potanin
IX Международная конференция «Modern Econometric Tools and Applications – META2022» (Нижний Новгород). Presentation: GARCH-M model with an asymmetric risk premium: distinguishing between ''good'' and ''bad'' volatility periods
2nd International Conference on Econometrics and Business Analytics (iCEBA) (Erevan & Dilijan). Presentation: GARCH-M model with an asymmetric risk premium: distinguishing between ''good'' and ''bad'' volatility periods
2021
VIII International Conference "Modern Econometric Tools and Applications – META2021" (Нижний Новгород). Presentation: Semi-nonparametric multivariate GARCH model with dynamic correlation matrix
3-й семинар "Прикладная эконометрика" в рамках XXII Апрельская международная научная конференция НИУ ВШЭ по проблемам развития экономики и общества (Москва). Presentation: Influence of Investors’ Expectations on Oil Price Fluctuations