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Details about Vladimir Pyrlik

E-mail:vladimir.pyrlik@gmail.com
Homepage:http://www.hse.ru/staff/vnpyrlik
Workplace:Saint Petersburg Branch, School of Economics and Management, National Research University Higher School of Economics (HSE), (more information at EDIRC)

Access statistics for papers by Vladimir Pyrlik.

Last updated 2021-10-17. Update your information in the RePEc Author Service.

Short-id: ppy16

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Working Papers

2021

  1. Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague Downloads

Journal Articles

2013

  1. Autoregressive conditional duration as a model for financial market crashes prediction
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (23), 6041-6051 Downloads View citations (1)
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