Identifying and Predicting Financial Earth Quakes using Hawkes Processes
Francine Gresnigt (Erasmus University Rotterdam)
- PhD Defense
Francine Gresnigt (Erasmus University Rotterdam)
Monique de Haan (University of Oslo, Norway)
Françoise Forges (Université Paris Dauphine, France)
Jen Brown (David Eccles School of Business, United States)
Gregory Corcos (Ecole Polytechnique, France)
Aysil Emirmahmutoglu
Frederike Mengel (University of Essex, United Kingdom)
Toni Mora (UIC Barcelona, Spain)
Gonzague Vannoorenberghe (Université Catholique de Louvain, Belgium)
Sara Rellstab (Erasmus University Rotterdam)
Coen van de Kraats (Erasmus University Rotterdam)
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
Janet Currie (Princeton University, United States)
Michaela Carlana (Harvard University, United States)
Yannis Kerkemezos (Erasmus University Rotterdam)
Sebastien Fontenay (Université Libre Bruxelles, Belgium)
Sandy Tubeuf (Université Catholique de Louvain, Belgium)
Alon Brav (Duke University, United States)
Jan-Emmanuel de Neve (University of Oxford, United Kingdom)
Maria Metzing (DIW Berlin), Maria Cotofan (Erasmus University Rotterdam), Jan-Emmanuel de Neve (University of Oxford), Clement Bellet (Erasmus University Rotterdam), Martijn Hendriks (EHERO)