Grigory Franguridi

Grigory Franguridi

University of Southern California - Los Angeles / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 5186789
person_outline Grigory Franguridi's MOST POPULAR ARTICLES
1-) Conditional quantile estimators: a small sample theory CESifo Working Paper, 2021
2-) Higher order conditional moment dynamics and forecasting value-at-risk (in Russian) Quantile, 69-82, 2014
3-) Nonparametric inference on counterfactuals in first-price auctions arXiv preprint arXiv:2106.13856, 2021
4-) Bias correction for quantile regression estimators arXiv preprint arXiv:2011.03073, 2020
5-) A uniform bound on the operator norm of sub-Gaussian random matrices and its applications Econometric Theory 38 (6), 1073-1091, 2022