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Language Proficiency
English
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+7(495) 772-9590
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Address: 11 Pokrovsky Bulvar, Pokrovka Complex, room S512
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SPIN-RSCI: 2014-5203
ORCID: 0000-0001-6453-1781
ResearcherID: F-3446-2016
Scopus AuthorID: 57204515118
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Supervisors
G. Kantorovich
S. B. Avdasheva
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Artem Yazykov

  • Artem Yazykov has been at HSE University since 2013.

Education

2014

Master's in Economics
HSE University

Postgraduate Studies

3rd year of study
Approved topic of thesis: Development of effective methods for verifying and identifying structural breaks in EGARCH-models and their application to financial time series
Academic Supervisor: Pospelov, Igor G.

Student Term / Thesis Papers

Full list of of student term / thesis papers

Courses (2019/2020)

Courses (2015/2016)

Conferences

  • 2019
    Семинар «Прикладная эконометрика» в рамках XX Апрельской международной научной конференции по проблемам развития экономики и общества (Москва). Presentation: Новый способ обнаружения единичного структурного сдвига в GARCH(1,1)-модели, основанный на статистике Колмогорова–Смирнова
  • Modern Econometric Tools and Applications – META2019 (Нижний Новгород). Presentation: Structurl Break Detection in GARCH(1, 1) Models in Case of t-distributed Random Errors
  • 2018
    IX International Conference Optimization and Applications (OPTIMA-2018) (Петровац). Presentation: A numerical comparison of CUSUM-type tests for piecewise-specified EGARCH-models

Publications6

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