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Vladimir Pyrlik

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First Name:Vladimir
Middle Name:
Last Name:Pyrlik
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RePEc Short-ID:ppy16
http://www.hse.ru/staff/vnpyrlik

Affiliation

Saint Petersburg Branch
National Research University Higher School of Economics

St. Petersburg, Russia
http://spb.hse.ru/

: +7(495)7713232
+7(495)6287931
Souza Pechatnikov str., 16, Saint-Petersburg, 190008
RePEc:edi:sphseru (more details at EDIRC)

Research output

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Articles

  1. Pyrlik, Vladimir, 2013. "Autoregressive conditional duration as a model for financial market crashes prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 6041-6051.

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