Dynamic Conditional Correlation Models for Realized Covariance Matrices
Luc Bauwens (Louvain)
- Seminars Econometric Institute
Luc Bauwens (Louvain)
Marno Verbeek (RSM, EUR)
Tarun Chordia (Emory University)
Sujoy Mukerji (University of Oxford)
Buhui Qiu (RSM)
Sigrid Suetens (Tilburg University)
Jan Tichem (Erasmus University Rotterdam)
Amaresh Tiwari (Univ. of Liege)
Evgeny Lyandres (Boston University)
Jennifer Huang (CKGSB)
Maaike Stoel
Jun Qian (Boston College)
Marie Claire Villeval (GATE)
Barbara Sadaba (ESE, EUR)
Andrei Malenko (MIT)
Heiner Schmittdiel (ESE, EUR)
Bent E. Sorensen
Miriam Wuest - SFI and Aarhus University
Giacomo Pasini (Venezia)
Carmit Segal (Zuerich)