Modelling and Forecasting Covariance Matrices: A Parsimonious Approach
Roxana Halbleib (University of Konstanz)
- Econometrics Seminars and Workshop Series
Roxana Halbleib (University of Konstanz)
Sebastiano Manzan (Baruch College, United States)
Christoph Rothe (University of Mannheim)
Florian Gunsilius (Massachusetts Institute of Technology, United States)
Patrik Guggenberger (Pennsylvania State University, United States)
Christian Francq (University of Lille, CREST)
Laura Liu (Indiana University Bloomington, United States)
Christopher Skeels (University of Melbourne)
Catherine Doz (Paris School of Economics)
James Hamilton (University of California at San Diego, United States)
Yuya Sasaki (Vanderbilt University, United States)
Alessandra Luati (University of Bologna)
Paolo Zaffaroni (Imperial College London)
Martin Weidner (University College London)
Tom Boot (University of Groningen)
Philipp Ketz (Paris School of Economics)