Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
Patrick Gagliardini (University of Lugano and Swiss Finance Institute)
- Seminars Econometric Institute
Patrick Gagliardini (University of Lugano and Swiss Finance Institute)
Mathijs van Dijk (RSM)
Josef Zechner (University of Vienna)
Parida Obulqasim (iBMG)
Keynote speaker: Frank Schorfheide (University of Pennsylvania)
Guangyuan Yang (EUR)
Massimiliano Marcellino (European University Institute)
Sudheer Chava (The College of Management, Georgia Tech)
Paul Bekker (University of Groningen)
Rui Shen (RSM)
John Morgan (Haas, University of California)
Lorenzo Pozzi (Erasmus School of Economics, EUR)
Victor Hoornweg (EUR)
Michael Owyang (Federal Reserve Bank of St. Louis)
Sebastian Ebert (Bonn)
John Geweke, Neil Shephard, Arnoud Doucet, Ron Gallant, Christophe Andrieu, Nicholas Chopin, and Drew Creal
Mehtap Kilic (EUR)
Gary Koop (University of Strathclyde)
Sjoerd van Bekkum (ESE, EUR)
John Geweke (University of Technology Sydney, EUR and University of Colorado)