Ivan Medovikov

Department of Economics




Ivan Medovikov

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/

Education
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.

Full CV

Selected Research

Publications:

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. (Download)

Under review:

Medovikov, I. (2014). Can Analysts Predict Rallies Better Than Crashes?. arXiv preprint arXiv:1405.3225. (Download)

Medovikov, I. (2014). Non-Parametric Weighted Tests for Independence Based on EmpiricalCopula Process. arXiv preprint arXiv:1310.0847. (Download)

Working papers:

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 help to reduce portfolio risk?

 

Ivan Medovikov