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Information about:
Viktor Tsyrennikov

Personal Details | Affiliation | Lists | Works

This is information that was supplied by Viktor Tsyrennikov in registering through RePEc. If you are Viktor Tsyrennikov , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Viktor
Middle Name:
Last Name: Tsyrennikov
Suffix:

RePEc Short-ID: pts34

Email:
Homepage: http://homepages.nyu.edu/~vt287
Postal Address:
Phone:

Affiliation

(in no particular order)

Department of Economics
New York University
Location: New York City, New York (United States)
Homepage: http://econ.as.nyu.edu
Email:
Phone: (212) 998-8900
Fax: (212) 995-4186
Postal: 269 Mercer Street 7th Floor, New York, NY 10003
Handle: RePEc:edi:denyuus (registered authors at this institution)

Lists

This author is featured on the following reading lists or publication compilations:

Ukrainian Economists

Works

Working papers

Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov, 2002. "Efficient Estimation of Semiparametric Multivariate Copula Models," Working Papers 0420, Department of Economics, Vanderbilt University, revised Sep 2004. [Downloadable!]
Published as:
- Chen, Xiaohong & Fan, Yanqin & Tsyrennikov, Viktor, 2006. "Efficient Estimation of Semiparametric Multivariate Copula Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1228-1240, September. [Downloadable!] (restricted)

Articles

Chen, Xiaohong & Fan, Yanqin & Tsyrennikov, Viktor, 2006. "Efficient Estimation of Semiparametric Multivariate Copula Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1228-1240, September. [Downloadable!] (restricted)
Other versions:
- Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov, 2002. "Efficient Estimation of Semiparametric Multivariate Copula Models," Working Papers 0420, Department of Economics, Vanderbilt University, revised Sep 2004. [Downloadable!]

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2004-12-12 Author is listed
NEP-FIN: Finance (2) 2004-12-12 2004-12-15 Author is listed

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This page was last updated on 2009-11-16.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.