Olga Reznikova

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Olga Reznikova

Locality:: Brussels Area, Belgium
Summary:: Ph.D. in statistics and econometrics
Experience:: Universit catholique de Louvain (Educational Institution; Research industry): Ph.D. in statistics and econometrics, (October 2006-September 2010)

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UCL/STAT - Olga Reznikova

Hafner, C., Reznikova, O., 2010. Efficient estimation of a semiparametric dynamic copula model. Computational Statistics & Data Analysis, 54 (11), p. 2609-2627.

UCL/STAT - Olga Reznikova

The aim of this paper is to bring together different specifications for copula models with time-varying dependence structure. Copula models are widely used now in financial ...

Graduate College Science - Graduate Schools

[email protected]; Olga Reznikova [email protected]; Géraldine Laurent [email protected]; Christophe Ley [email protected]

17TH ANNUAL MEETING OF THE BELGIAN STATISTICAL SOCIETY

-Olga Reznikova (U.C.L.) On the estimation of the dynamic conditional correlation models.-Teh Amouh (F.U.N.D.P.Namur) Stratified aggregation rule for multiple classifier systems. 12h10 ...

worcotha.mimuw.edu.pl

Hans Manner and Olga Reznikova* - "Time-varying copulas: a survey" U. Cherubini, S. Mulinacci and S. Romagnoli* - "A Copula-Based Model for Spatial and Temporal ...

Olga Reznikova

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