Recursive-Design Residual Bootstrap for Semi-Strong GARCH-type Volatility Models and Conditional Value-at-Risk Estimation
Barend Spanjers
- Research Master Defense
Barend Spanjers
Leonardo Menezes Bravo Alvo Nunes
Philipp Schirmer
Josha Dekker
Flavia Paoloni
Yingjie Huang
Xia Zou
Sahar Sangi
Ilse van der Voort
Niels Marijnen
Kieran Marray
Sander de Vries
Sindri Engilbertsson
Stanislav Avdeev
Evgenii Ivanov
Cristina Figueroa