Dynamic Conditional Correlation Models for Realized Covariance Matrices
Luc Bauwens (Louvain)
- Seminars Econometric Institute
Luc Bauwens (Louvain)
Amaresh Tiwari (Univ. of Liege)
Javier Arroyo, University of Madrid
Wedun Wang (Tilburg)
Georgios Effraimidis ( University of Southern Denmark)
Neil Ericsson (Federal Reserve Board)
James Mitchell (Warwick Business School)
Marcin Jaskowski (University of Vienna)
Patrick Gagliardini (University of Lugano and Swiss Finance Institute)
Keynote speaker: Frank Schorfheide (University of Pennsylvania)
Massimiliano Marcellino (European University Institute)
Paul Bekker (University of Groningen)
Michael Owyang (Federal Reserve Bank of St. Louis)
John Geweke, Neil Shephard, Arnoud Doucet, Ron Gallant, Christophe Andrieu, Nicholas Chopin, and Drew Creal
Gary Koop (University of Strathclyde)
John Geweke (University of Technology Sydney, EUR and University of Colorado)
Conference
Christophe Croux (KU Leuven) and Niels Haldrup (CREATES)
John Rose (University of Sydney)
Bas ter Weel (Maastricht University, and CPB)