Realized Factor GARCH
Peter Hansen (European University Institute, Italy)
- Seminars Econometric Institute
Peter Hansen (European University Institute, Italy)
Ashish Tiwari (The University of Iowa, United States)
Thomas Cornelissen (University College London, United Kingdom)
Sander Barendse (Erasmus University Rotterdam, the Netherlands)
Tim Eisert (Erasmus University Rotterdam, the Netherlands)
Dong Lou (London School of Economics, United Kingdom)
Diego Puga (Center for Monetary and Financial Studies CEMFI, Spain)
Federico Bandi (Johns Hopkins University, United States)
Thomas Buchmueller (University of Michigan, United States)
Lingtian Kong (Erasmus University Rotterdam, the Netherlands)
Johan Hombert (Université Saclay HEC Paris, France)
Uwe Sunde (Ludwig Maximilians University Munich, Germany)
Eric French (University College London, United Kingdom)
Fang Xu (University of Reading, United Kingdom)
Marc Gabarro Bonet (Erasmus University Rotterdam, the Netherlands)
Francisco Gomes (London Business School, United Kingdom)
Sarah Fleche (The London School of Economics, United Kingdom)
Tong Wang (Erasmus University Rotterdam, the Netherlands)
Charles Bos (VU University Amsterdam, the Netherlands)
Neng Wang (Columbia University in the City of New York, United States)