An Almost Closed Form Estimator for the EGARCH Model
Christian Hafner (UC Louvain, Belgium)
- Seminars Econometric Institute
Christian Hafner (UC Louvain, Belgium)
Philip Strahan (Boston College, United States)
Supon Limwattananon (International Health Policy Program, Khon Kaen University, Thailand) and Sven Neelsen (iBMG, Erasmus University)
Emily Owens (Cornell University, United States)
Patrick Verwijmeren (Erasmus University Rotterdam)
Raman Uppal (EDHEC, United Kingdom)
Henrik Kleven (LSE, United Kingdom)
Norman Schurhoff (HEC Lausanne)
Bert de Bruijn (EUR)
Kai Li (UBC)
Nicolae Garleanu (UC Berkeley)
Hitoshi Shigeoka
Ralph Koijen (Chicago)
Alexander Sebald (University of Copenhagen)
Pinar Ceyhan (Erasmus University Rotterdam)
Luc Bauwens (Louvain)
Marno Verbeek (RSM, EUR)
Tarun Chordia (Emory University)
Sujoy Mukerji (University of Oxford)
Buhui Qiu (RSM)