Artem Prokhorov, PhD, University of Sydney

Selected publications by Artem Prokhorov, PhD:

James, R., Leung, H., Prokhorov, A. (2023). A machine learning attack on illegal trading. Journal of Banking & Finance, 148, 106735-1-106735-19. [More Information]

Hirukawa, M., Di, L., Murtazashvili, I., Prokhorov, A. (2023). DS-HECK: double-lasso estimation of Heckman selection model. Empirical Economics, in press.

James, R., Leung, H., Leung, J., Prokhorov, A. (2023). Forecasting tail risk measures for financial time series: An extreme value approach with covariates. Journal of Empirical Finance, 71, 29–50. [More Information]