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)
Arthur Lewbel (Boston College, United States)
Ana Galvao (University of Warwick, United Kingdom)
James Duffy (Oxford University, United Kingdom)
Xavier d'Hautfoeuille (CREST-ENSAE, France)
Paul Schneider (University of Lugano & Swiss Finance Institute, Switzerland)
Michael Smith (The University of Melbourne, Australia)
Simone Manganelli (ECB, Germany)
Francesca Molinari (Cornell University, United States)
Debopam Bhattacharya (University of Cambridge, United Kingdom)
Geert Dhaene (KU Leuven, Belgium) and Frank Windmeijer (Bristol University, United Kingdom)
Eleni Aristodemou (University of Amsterdam)
Cynthia Wu (The University of Chicago, United States)
Drew Creal (The University of Chicago, United States)
Zhipeng Liao (University of California, Los Angeles, United States)
Almut Veraart (Imperial College London, United Kingdom)
Kyrill Evdokimov (Princeton University, United States)
Blaise Melly (University of Bern, Switzerland)
Hande Karabiyik (VU Amsterdam)
Melanie Schienle (Karlsruhe Institute of Technology, Germany)