Seminar
| Rotterdam | 11:30 - 12:30
Dynamic CoVaR Modeling
Timo Dimitriadis (Heidelberg University, Germany)
- Erasmus Econometric Institute Series
Timo Dimitriadis (Heidelberg University, Germany)
Bernhard van der Sluis, Simon Donker van Heel , Roby Cremers, Mette Wagenvoort (Erasmus University Rotterdam)