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Ivan has near 30 publications in Russian language, including the textbook "Methods of Forecasting" written in co-authorship with Sergey Svetunkov. The area of his scientific interests includes forecasting, statistical modelling, marketing analytics, time series analysis and application of complex valued models in business and economics. Ivan currently works in the field of theory of forecasting methods and their application to supply chain area. He focuses on state-space models and is also interested in time series analysis and econometrics.
The areas of his interests also include marketing analytics and marketing research.
For some more information about me see my Linkedin page , my twitter or my forecasting related website. The perfect candidate should not be scared of mathematics are you comfortable with linear algebra, probability theory, mathematical statistics and information theory? Recent searches. See all results for. Who we are What we do What we think Work with us Our locations.
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- Complex-Valued Modeling in Economics and Finance | Sergey Svetunkov | Springer;
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The team. Chen, Econometrica 80 , Chen, Econometric Theory 28 , McCloud, International Economic Review 52 , Lee, Journal of Time Series Analysis 32 , Chen, Econometric Theory 26 , Granger causality in risk and detection of extreme risk spillover between financial markets , with Y.
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Chung, Journal of Applied Econometrics 22 , Tu and G. Zhuo, Review of Financial Studies 20 , Li and F. Zhao, Journal of Econometrics , An improved generalized spectral test for time series models with conditional heteroskedasticity of unknown form , with Y.
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Lee, Econometric Theory 23, Egorov and H. Li, Journal of Econometrics , Asymptotic theory for nonparametric entropy-based measure of serial dependence , with H. White, Econometrica 73 , Generalized spectral testing for conditional mean models in time series with conditional heteroskedasticity of unknown form , with Y.
Lee, Review of Economic Studies 72 , Nonparametric specification testing for continuous-time models with applications to spot interest rates , with H.
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Li, Review of Financial Studies 18 , Wavelet-based consistent testing for serial correlation in panel models , with D. Kao, Econometrica 72 , Out-of-sample performance of discrete-time short-term interest models , with H.
Download Complex Valued Modeling In Economics And Finance
Zhao, Journal of Business and Economic Statistics 22 , Inference on predictability of exchange rates via generalized spectrum and nonlinear time series models , with T. Lee, Review of Economics and Statistics 85 , Diagnostic checking for the adequacy of nonlinear time series models , with T. Lee, Econometric Theory 19 , Lee, Econometric Theory 17 , A test for volatility spillover with application to exchange rates , Journal of Econometrics , Testing serial correlation of unknown form via wavelet methods , with J.
Hypothesis testing in time series via the empirical characteristic function: a generalized spectral density approach , Journal of the American Statistical Association 94 , Shehadeh, Journal of Business and Economic Statistics 17 ,