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)
Sven Otto (University of Cologne, Germany)
Roberto Renò (University of Verona, Italy)
Davy Paindaveine (Université Libre de Bruxelles, Belgium)
Laurent Ferrara (SKEMA Business School, France)
Senior PhD students
Elvezio Ronchetti (University of Geneva, Switzerland)
Fabio Trojani (University of Geneva, Switzerland)
Bram van Os
Irina Zviadadze (HEC Paris, France)
Hiroaki Kaido (Boston University, United States)
Bryan Graham (University of California, Berkeley, United States)
Nicola Gnecco (University of Copenhagen, Denmark)
Andrea Vedolin (Boston University, United States)
Robert Miller (Carnegie Mellon University, United States)
Keynote speaker: Sydney C. Ludvigson (New York University, United States)
Sydney C. Ludvigson (New York University, United States)
Victor Chernozhukov (MIT, United States)