5 Events

• Fri

  Friday

  September 30

  2022

  Research Master Pre-Defense | Amsterdam | 11:00 - 12:00

  Recursive-Design Residual Bootstrap for Semi-Strong GARCH-type Volatility Models and Conditional Value-at-Risk Estimation

  Barend Spanjers , Barend Spanjers

  • Research Master Defense
• Fri

  Friday

  August 30

  2019

  Research Master Pre-Defense | Amsterdam | 16:15 - 17:15

  High Dimensional Time-varying Parameter Vector Autoregressions

  Quint Wiersma

  • Research Master Defense
• Fri

  Friday

  August 30

  2019

  Research Master Pre-Defense | Amsterdam | 15:00 - 16:00

  On the consistency of estimators for non-stationary observation-driven time-varying parameters

  Janneke van Brummelen

  • Research Master Defense
• Fri

  Friday

  August 23

  2019

  Research Master Pre-Defense | Amsterdam | 10:30 - 11:30

  Random Forests: An Introduction from an Econometrics Perspective

  Anna Buijsman

  • Research Master Defense
• Tue

  Tuesday

  August 20

  2019

  Research Master Pre-Defense | Amsterdam | 11:00 - 12:30

  Jump Contagion among Stock Market Indices: Evidence from Option Markets

  Evgnenii Vladimirov

  • Research Master Defense