Common Dynamics in Volatility: an Additive Common Component vMEM Approach
Giampiero Gallo (University of Florence)
- Econometrics Seminars and Workshop Series
Giampiero Gallo (University of Florence)
Phung Duc Tuan (Tokyo Institute of Technology)
Andrew Pua (UvA)
Neil Olver (MIT, Cambridge)
Robert Smith (University of Michigan)
Zdravko Botev (University of South Wales, Sydney, Australia)
Networks in Economics