Density forecast evaluation measures based on focused Bregman divergences
Ramon de Punder
- Research Master Defense
Ramon de Punder
Ekaterina Ugulava
Oliver Feltham
Hans Ligtenberg
Yasmine van der Straten
Gabriele Mingoli
Tolga Özden
Magda Rola-Janicka
Lingwei Kong
Timo Klein
Yang Zhong
Bo Andree
Yacine Ait-Sahalia (Princeton University, United States)
Alberto Manconi (Bocconi University, Italy)
Lorraine Dearden (IFS and UCL, United Kingdom)
Camille Cornand (University of Lyon, France)
Oliver Schenker (Frankfurt School of Finance & Management, Germany)
Raquel Fernandez (New York University, United States)
Bob Slonim (University of Sydney, Australia)
Alexander Ljungqvist (Stockholm School of Economics, Sweden)