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Artem Prokhorov

PhD Michigan State University
Senior Lecturer

Room 499
H04 - Merewether Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9351 6584
Fax +61 2 9351 6409
artem.prokhorov@sydney.edu.au
Web Artem Prokhorov's site

Bio

Artem Prokhorov received his PhD in Economics from Michigan State University in 2006. He joined the University of Sydney in 2013, having previously worked as an Assistant Professor (2006-2011) and Associate Professor with tenure (2011-2013) at Concordia Univesity in Montreal, Canada.

Artem's research interests include theoretical and applied econometrics, with applications in finance, risk management, labour and health economics, demography and other social sciences. Artem's recent work has focused on improving precision of econometric estimators, on testing dependence structures in financial time series and on modelling extreme events in economics and finance. Artem has published in top econometrics journals such as Journal of Econometrics and has received competitive research grants from such national agencies as the Social Sciences and Humanities Research Council of Canada (SSHRC) and the Research Fund of Quebec (FQRSC).

Artem is a regular presenter at international conferences and invited seminars in econometrics. He has held a number of visiting professorial appointments at universities including Harvard and UNSW and has served on scientific committees of several international conferences.

Artem teaches courses in econometrics, statistical analysis and data mining for both undergraduates and postgraduates and serves as a supervisor to many MA and PhD students. Artem has previously taught in Canada, USA and Russia and has worked at a German investment bank.

Recent Units Taught