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Home Management Economics Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
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Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
by Rustam Ibragimov and Artem Prokhorov
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Creators
AuthorRustam Ibragimov and Artem Prokhorov
Publisher World Scientific Publishing Co Pte Ltd
Synopsis
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Binding: Hardcover
About the author
Rustam Ibragimov is a Professor of Finance and Econometrics at the Imperial College Business School. Rustam received his PhD in Economics from Yale University in 2005. He also holds a PhD degree in Mathematics from the Uzbek Academy of Sciences. Following his graduation from Yale and prior to joining Imperial College, Rustam was an Assistant Professor (2005?2009) and then an Associate Professor (2009?2012) at Harvard's Economics Department. Over his academic career, he also held visiting positions at the Judge Business School at Cambridge, the Nuffield College at Oxford, the Department of Statistics at Columbia University, Innopolis University, Kazan (Volga Region) Federal University and other research and education centers in the former USSR. Rustam's works have appeared in leading journals in finance, economics, econometrics, statistics and probability such as the Journal of Financial Economics, Econometric Theory, Journal of Business and Economic Statistics and Annals of Probability. He serves as an Associate Editor for Econometric Theory and the Journal of Banking and Finance. Artem Prokhorov is an Associate Professor at the University of Sydney Business School and an Adjunct Professor at St. Petersburg State University. Artem received his PhD in Economics from Michigan State University in 2006 and before joining the University of Sydney had worked as an Assistant Professor (2006 2011) and Associate Professor with tenure (2011 2013) at the Economics Department of Concordia University in Montreal, Canada, as well as a Research Associate at a German investment bank. Artem has published in leading scholarly journals in the field of econometrics such as the Journal of Econometrics and has been awarded multiple competitive research grants from such national agencies as the Social Sciences and Humanities Research Council of Canada (SSHRC) and the Research Fund of Quebec (FQRSC). He is a regular presenter at international conferences and invited seminars in econometrics and is often asked to serve as an expert witness in consultancy projects in his field. He has held a number of visiting professorial appointments at universities around the world, including Harvard University and the University of New South Wales, and is often invited to serve on scientific committees of international conferences. He is a Co-Editor of The St. Petersburg University Journal of Economic Studies, and an Associate Editor of Econometrics and Statistics (EcoSta) and the Rutgers Business Review.
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