Specification Tests for Discretely Observed Continuous-time Stochastic Volatility Models
Yang Zu
- PhD Lunch Seminars
Yang Zu
Lasse Pedersen (New York University)
Christian Dustman (University College London)
Michael Faure (Maastricht University)
Dave Harvey (University of Nottingham)
Joris de Wind (University of Amsterdam-DNB)
Audrey Hu (University of Amsterdam)
Ana Babus (University of Cambridge)
Thomas Gall (University of Bonn)
Gabriele Galati
Arno Riedl (Maastricht University)
Vincent van den Berg (VU University Amsterdam)
Alessandra Arcuri (EUR)
Alex Kriwoluzky (UvA)
Matthias Parey (University of Essex)
Paulius Stakenas (University of Amsterdam)
Kristoffer Neumark (CREI,UPF)
Wieland Mueller (University of Tilburg)
Roni Michaely (Cornell University)
Laurens Cherchye (Catholic University of Leuven)