Ekaterina Morozova
- Research Assistant:Laboratory of Stochastic Analysis and its Applications
- Ekaterina Morozova has been at HSE University since 2018.
Young Faculty Support Program (Group of Young Academic Professionals)
Category "New Researchers" (2023)
Publications5
- Article Morozova E., Panov V. Modelling the Bitcoin prices and media attention to Bitcoin via the jump-type processes // Applied Stochastic Models in Business and Industry. 2023 doi
- Preprint Morozova E., Panov V. Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes / Cornell University. Series arXiv.org "q-fin.ST". 2022. No. 2210.13824 .
- Preprint Belomestny D., Morozova E., Panov V. Statistical inference for scale mixture models via Mellin transform approach / Cornell University. Series arXiv.org "stat.ME". 2022. No. 2211.01799.
- Article Morozova E., Panov V. Extreme value analysis for mixture models with heavy-tailed impurity // Mathematics. 2021. Vol. 9. No. 18. Article 2208. doi
- Preprint Panov V., Morozova E. Extreme value analysis for mixture models with heavy-tailed impurity / Cornell University. Series arXiv "math". 2021. No. 2103.07689.
Employment history
01.04.2021 — present: HSE University, International Laboratory of Stochastic Analysis and its Applications, research assistant
Faculty Presented at the China-Russia Symposium on Probability Theory
China-Russia Symposium on Probability Theory was held in Beijing at the end of August. Faculty of Economic Sciences' associate professors Vladimir Panov and Jean-François Jabir gave presentations and research assistant Ekaterina Morozova participated. Symposium brought together leading experts in probability theory from Russia and China. The latest achievements in the field of probability theory and its applications in economics, finance, insurance and other fields were presented at the Symposium.