Assistant Professor of Economics
Office Location on Campus: Plaza Building Room 429
Email: Ivan Medovikov
Phone: 905-688-5550 ext., 6148
Personal Website: medovikov.me/
Ph.D. - Econometrics - University of Western Ontario - 2013
M.A. - Econometrics - University of Western Ontario - 2008
Honors B.A. - Econometrics - University of Western Ontario - 2007
Areas of Interest
Financial and time-series econometrics, copulas, nonparametric econometrics, multivariate analysis and empirical finance.
Selected Research (see personal website for download links)
Medovikov, I. (2014). Non-parametric weighted tests for independence based on empirical copula process. Journal of Statistical Computation and Simulation, forthcoming.
Medovikov, I. (2014). Can Analysts Predict Rallies Better Than Crashes? Finance Research Letters, Volume 11, 4, December 2014, 319-325.
Keshishbanoosy R., St-Amant P., Ball D., Medovikov I., A Money and Credit Real-Time Database for Canada, Bank of Canada Review (Summer). – 2008. – С. 55-64.
Medovikov, I. (2014). When does the stock market listen to economic news? New evidence from copulas and news wires.
Medovikov, I., Prohorov, A. (2014) Non-parametric measures of dependence between random vectors.
Medovikov, I. (2014) Mecroeconomic News Index: A Quantitative Measure of Key U.S. Economic News.
Other work in progress:
Medovikov, I. Dependence Maps: Nonparametric graphical tools for the analysis of dependence.
Medovikov, I. Can analysts predict volatility?