Olga Reznikova  Researcher Ph.D. student at IS-UCL (advisor: Christian Hafner) Time Series Analysis with applications to finance Multivariate Statistics Nonparametric statistics Econometrics 2006-10 (expected) Ph.D in Statistics, Université catholique de Louvain, LLN (Belgium) 2006-08 DEA in Statistics, Université catholique de Louvain, LLN (Belgium) 2005-07 M.S. in Economic and Management Science, Humboldt University of Berlin, Berlin (Germany) 2004-06 M.A. in Economics, State University Higher School of Economics, Moscow (Russia) 2000-04 B.S. in Economics, State University Higher School of Economics, Moscow (Russia) Russian - mother tongue English - advanced (Toefl, GRE) French - intermediate German - basic Belgian Statistical Society Hafner, C., Reznikova, O., 2010. Efficient estimation of a semiparametric dynamic copula model. Computational Statistics & Data Analysis, 54 (11), p. 2609-2627. Abstract and paper. Hafner, C., Reznikova, O., 2010. On the estimation of dynamic conditional correlation models. Computational Statistics & Data Analysis, forthcoming. Abstract and paper. Manner, H., Reznikova, O., 2009. A survey on time-varying copulas: Specification, simulations and application. Second round. Abstract and paper. Conferences with participation Presenations 2009 Oct 14-16 “On the estimation of dynamic conditional correlation models.”, 17th Annual meeting of the Belgian Statistical Society, Lommel (Belgium) 2009 Sep 25-26 “Time-varying copulas: a survey” (pdf) , Workshop on Copula Theory and Its Applications, Warsaw (Poland) 2008 Jun 19-21 “Efficient estimation of a semiparametric dynamic copula model”,2nd International Workshop on Computational and Financial Econometrics (CFE'08), Neuchâtel (Switzerland) 2008 Sep 18-19 “Efficient estimation of a semiparametric dynamic copula model”, Workshop on Missing Information in Survival Analysis Beyond Right Censoring, Ghent (Belgium)  Posters 2009 May 14-15 Workshop: Exploring research frontiers in contemporary statistics and econometrics , LLN (Belgium) 2008 Oct 15-17 16th annual meeting of the Belgian Statistical Society, Namur (Belgium) 2007 Oct 18-20 15th annual meeting of the Belgian Statistical Society, Antwerp (Belgium) 2007 May 10 Workshop on Multivariate Time Series Modelling, CORE, UCL, Louvain la Neuve (Belgium) Attended conferences and summer schools 2008 Nov 12-14 International Workshop on Flexible Modelling: Smoothing and Robustness (FMSR 2008), Katholieke Universiteit Leuven, Leuven (Belgium) 2007 Jul 5-6 Summer School on "Quantitative Risk Management", Ludwig-Maximilians-Universität München, Department of Mathematics, Munich (Germany) 2007 May 21-24 Summer School on "Advanced Nonparametric Statistics", Université catholique de Louvain, Institute of Statistics, LLN (Belgium) 2007 Apr 26-27 (IAP) Workshop on Statistical Inference for Dependent Data, Hasselt University, Centrum voor Statistiek, Hasselt (Belgium) 2005 Aug 24-27 32nd annual meeting of the European Finance Association, State University - Higher School of Economics (HSE), Moscow (Russia) Seminars Young Researchers Day (UCL) 2010 Feb 02 "Time-varying copulas: a survey" 2009 Jan 09 "Efficient estimation of a semiparametric dynamic copula model" 2007 Sep 21 "Adaptive estimation procedure with applications" 2007 Feb 15 "Adaptive copula estimation: sensitivity analysis and applications" Other seminars 2009 Feb 26 "Efficient estimation of a semiparametric dynamic copula model", Department of Quantitative Economics, University of Maastricht (The Netherlands) 2005-06 Winner of DAAD Study scholarship for graduates of all disciplines to complete M.S. at Humboldt University of Berlin Teaching assistant 2008 Dec STAT 2150: Statistique non paramétrique: Méthodes de lissage   Contact: Olga Reznikova <Olga.Reznikova@uclouvain.be> 02/02/2010 Institut de statistique, UCL Voie du Roman Pays, 20 B-1348 Louvain-la-Neuve Belgium   Bureau Tel Fax E-Mail D.377 +32 10 47.94.03 +32 10 47.30.32 Olga.Reznikova@uclouvain.be