Dynamic CoVaR Modeling
Timo Dimitriadis (Heidelberg University, Germany)
- Erasmus Econometric Institute Series
Timo Dimitriadis (Heidelberg University, Germany)
Gabriele Mingoli, Simon Donker van Heel
Konrad Menzel (New York University, United States)
Xun Tang (Rice University, United States)
Vincent Starck (Ludwig Maximilian University of Munich, Germany)
Morten Nielsen (Aarhus University, Denmark)
Jonathan Roth (Brown University, US)
Sven Otto (University of Cologne, Germany)
Jakob Rauch, Mariia Artemova
Roberto Renò (University of Verona, Italy)
Phyllis Wan , Stéphane Girard (Inria Centre, University Grenoble Alpes, France)
Davy Paindaveine (Université Libre de Bruxelles, Belgium)
Christian Hafner (UCL Louvain-la-Neuve, Belgium)
Laurent Ferrara (SKEMA Business School, France)
Mikkel Solvsten (Aarhus University, Denmark)
Elvezio Ronchetti (University of Geneva, Switzerland)
Fabio Trojani (University of Geneva, Switzerland)
Irina Zviadadze (HEC Paris, France)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Weining Wang (University of Groningen)