Cross-Sectional Dependence in Idiosyncratic Volatility
Ilze Kalnina (University of Montreal, Canada)
- Econometrics Seminars and Workshop Series
Ilze Kalnina (University of Montreal, Canada)
Corrado Di Maria (University of East Anglia, United Kingdom)
Andrew Pua (Xiamen University, China)
Sebastian Axbard (Queen Mary University of London, United Kingdom)
Berber Kramer (International Food Policy Research Institute, United States)
Jens Leth Hougaard (University of Copenhagen, Denmark), Ines Lindner (VU University Amsterdam), Thierry Marchant (Ghent University, Belgium), Ben McQuillin (University of East Anglia, United Kingdom), Roald Ramer (University of Amsterdam)
Antoine Dechezlepretre (London School of Economics, United Kingdom)
Chang-Han Rhee (CWI Amsterdam)
Magne Mogstad (University of Chicago, United States)
Travers Child (VU University Amsterdam)
Stephane Straub (Toulouse 1 University Capitole, France)
Michel Marechal (University of Zurich, Switzerland)
Simas Kucinskas (VU University Amsterdam) and Robin Döttling (University of Amsterdam)
Gordon Dahl (University of California, San Diego, United States)
José L. Montiel Olea (Columbia University, United States)
Swapnil Singh (University of Amsterdam)
Sacha Kapoor (Erasmus University Rotterdam)
Ronald Wolthoff (University of Toronto, Canada)
Pascal Lavergne (University Toulouse, France)
Julia Bird (Oxford Unversity, United Kingdom)