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Yuri Trifonov
- Yuri Trifonov has been at HSE University since 2020.
Awards and Accomplishments
Postgraduate Studies
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 PotaninCourses (2022/2023)
- Econometrics (Advanced Level I) (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit, field of study Finance and Credit, field of study Finance and Credit, field of study Economics, field of study Economics, field of study Economics; 1 year, 1, 2 module)Eng
- Econometrics (Advanced Level I) (Mago-Lego; 1, 2 module)Eng
- Econometrics (Advanced Level II) (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit, field of study Finance and Credit, field of study Finance and Credit, field of study Economics, field of study Economics, field of study Economics; 1 year, 3, 4 module)Eng
- Econometrics (Advanced Level II) (Mago-Lego; 3, 4 module)Eng
Conferences
2022
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