Forecasting Realized Volatility with a Copula-Based Time Series Model
Oleg Sokolinskiy (EUR)
- PhD Lunch Seminars
Oleg Sokolinskiy (EUR)
Gunter Maris (University of Amsterdam, and CITO)
Peter Exterkate (EUR)
Thomas Noe (Oxford-Said Business School)
Silvana Robone (University of York)
Hakan Selin (Uppsala University)
Adriaan Soetevent (University of Amsterdam)
Arjan Non (EUR)
Dagfinn Rime (Norges Bank)
Alexei Parakhonyak (EUR)
Sebastian Gryglewicz (ESE, EUR)
Ruslan Goyenko (McGill University)
Amihai Glazer (University of California, Irvine)
Nagore Iriberri (UPF)
Cem Cakmakli (EUR)
Christopher James (University of Florida - Gainesville
James Hamilton (University of California, San Diego)
Pilar García Gómez (Erasmus School of Economics)
David Reinstein (University of Essex)
Jacob Goeree (Institute for Empirical Research in Economics)