Filtering with Confidence: In-sample Confidence Bands for GARCH Filters (JMP)
Marcin Zamojski (VU University Amsterdam)
- PhD Lunch Seminars
Marcin Zamojski (VU University Amsterdam)
Piotr Denderski (VU University Amsterdam)
Simin He (University of Amsterdam)
Fujin Zhou (VU University Amsterdam)
Pascal Golec (University of Amsterdam) and Hao Fang (University of Amsterdam)
Florian Sniekers (University of Amsterdam and VU University Amsterdam) and Guilherme Vala Elias Pimentel de Oliveira (University of Amsterdam)
Zhiling Wang (VU University Amsterdam)
Nicole Ciurila (University of Amsterdam)
Max van Lent (Erasmus University Rotterdam)
Martin Adler (VU University Amsterdam) and Joep Lustenhouwer (University of Amsterdam)
Martin Wiegand (VU University Amsterdam) and Swapnil Singh (University of Amsterdam)
Rutger Poldermans (University of Amsterdam) and Anghel Negriu (University of Amsterdam)
Simin He (University of Amsterdam) and Lydia Geijtenbeek (University of Amsterdam)
Yuyu Zeng (VU University of Amsterdam) and Sabina Albrecht (University of Amsterdam)
Robin Doettling (University of Amsterdam) and Paul Muller (VU University Amsterdam)
Zhaokun Zhang (VU University Amsterdam) and Sylvia Bleker (VU University Amsterdam)
Julien Pinter (University of Amsterdam) and Maximilian Hoyer (University of Amsterdam)
Travers Child (VU University of Amsterdam) and Piotr Denderski (VU University of Amsterdam)
Zhaokun Zhang (VU University Amsterdam) and Simas Kucinskas (VU University Amsterdam)
Lennart Ziegler (University of Amsterdam and VU University Amsterdam) and Jindi Zheng (University of Amsterdam)