On the Factor Structure in Observation-driven Closed-form Copula Models
Anne Opschoor , Anne Opschoor (VU Amsterdam)
- Econometrics Seminars and Workshop Series
Anne Opschoor , Anne Opschoor (VU Amsterdam)
María Pereda (RWTH Aachen University, Germany)
Martin Wiegand , Martin Wiegand (VU Amsterdam)
Warren Volk-Makarewicz (RWTH Aachen, Germany)
Jochen Kluve (Humboldt University Berlin, Germany)
Philippe Bracke (Bank of England, United Kingdom)
Uri Gneezy (University of California, San Diego, United States and University of Amsterdam) and Stefan Trautmann (University of Heidelberg, Germany)
Boris Hirsch (Leuphana University of Lüneburg, Germany)
Andre Casajus (Leipzig Graduate School of Management, Germany), Yves Sprumont (University of Montreal, Canada), Jana Vyrastekova (Radboud University)
Xiwei Zhu (Zhejiang University, China)
Alex Solis (Uppsala University, Sweden)
Alessandro Gavazza (LSE, United Kingdom), Andrea Pozzi (Einaudi Institute for Economics and Finance, Italy), Nicolaas (Nick) de Roos (The University of Sydney, Australia), Matthijs Wildenbeest (Kelley School of Business, United States) et al.
Kristof Madarasz (London School of Economics, United Kingdom)
Manon Garrouste (Lille University, France)
Frederic Malherbe (London Business School, United Kingdom)
Christian Gourieroux (University of Toronto, Canada and Crest, France), Andrew Patton (Duke University, United States), Andre Lucas (VU Amsterdam), Torben G. Andersen (Northwestern University), Robert F. Engle (New York University), Peter R. Hansen (The University of North Carolina at Chapel Hill) et al.
Holger Sieg (University of Pennsylvania, United States)
Dina Pomeranz (University of Zurich, Switzerland)
Wieland Mueller (University of Vienna, Austria)
Sándor Sóvágó (Vrije Universiteit Amsterdam)