Recursive-Design Residual Bootstrap for Semi-Strong GARCH-type Volatility Models and Conditional Value-at-Risk Estimation
Barend Spanjers , Barend Spanjers
- Research Master Defense
Barend Spanjers , Barend Spanjers
Leonardo Menezes Bravo Alvo Nunes , Leonardo Nunes
Philipp Schirmer , Philipp Daniel Schirmer
Josha Dekker , Josha Dekker
Flavia Paoloni , Flavia Paoloni
Yingjie Huang , Yingjie Huang
Xia Zou , Xia Zou
Sahar Sangi , Sahar Sangi
Ilse van der Voort , Elisabeth van der Voort
Niels Marijnen , Niels Marijnen
Kieran Marray , Kieran Marray
Sander de Vries , Sander de Vries
Sindri Engilbertsson , Sindri Engilbertsson
Stanislav Avdeev , Stanislav Avdeev
Evgenii Ivanov , Evgenii Ivanov
Cristina Figueroa , Cristina Figueroa