Viktor Tsyrennikov
Assistant professor of Economics at Cornell University
Ph.D. in Economics, NYU, 2007.
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| CV (pdf, 35KB) |
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| Interests Macroeconomics, International Finance, Econometrics |
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| Teaching |
- Graduate Macroeconomics, Econ 613
- International Monetary Theory and Policy, Econ 362
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| Research |
- Capital Outflows and Moral Hazard
- Heterogeneous Information, Wealth Distribution and Asset Prices
- Trading Volume Effects in GARCH Model
Publications
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Efficient Estimation of Semiparametric Copula Models,
with Xiaohong Chen and Yanqin Fan,
Journal of the American Statistical Association, vol. 101(475), September 2006, pp. 1228-1240
[ Download sample Matlab code, zip archive, 12KB ]
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| Links |
Software
Here are links to web pages of some of my NYU friends.
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Last updated on December 26, 2007.
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