Risk-Parameter Estimation in Volatility Models
Christian Francq (CREST and University Lille 3 (EQUIPPE), France)
- Econometrics Seminars and Workshop Series
Christian Francq (CREST and University Lille 3 (EQUIPPE), France)
Xuedong Wang (EUR)
Michael Grimm (University of Passau), Germany
Ilan Cooper (BI Norwegian Business school, Norway)
Aaron Kamm (University of Amsterdam)
Martin Hellwig (Max Planck Institute, Bonn, Germany)
Jeremy Lise (University College London, United Kingdom)
Sanne Blauw (Erasmus University Rotterdam, the Netherlands)
Jeroen Rombouts (HEC Montréal, Canada)
Erwin Bulte (Wageningen University)
Katharina Walliczek (University of Mannheim, Germany)
Felix Weinhardt (London School of Economics, United Kingdom)
Steven Poelhekke (VU University Amsterdam, the Netherlands)
Ferdinand Rauch (University of Oxford, United Kingdom)
Peter Reinhard Hansen (European University Institute, Italy)
Mirko Wiederholt (University of Frankfurt, Germany)
Federico Valenciano (Universidad del País Vasco, Spain)
Stephan Litschig (Universitat Pompeu Fabra, Spain)
Giorgio Primiceri (Northwestern University, United States)
Nobuhiko Terui (Tohoku University, Japan)