Common Dynamics in Volatility: an Additive Common Component vMEM Approach
Giampiero Gallo (University of Florence)
- Econometrics Seminars and Workshop Series
Giampiero Gallo (University of Florence)
Wei Li (EUR)
Phung Duc Tuan (Tokyo Institute of Technology)
Aniol Llorente-Saguer (Max Planck Institute)
Gideon Saar (Johnson Cornell University)
Gideon Saar (Cornell)
Ellen Meara (Dartmouth College)
Marianne Simonsen (Aarhus University)
Daan in 't Veld (VU University)
Andrew Pua (UvA)
Clemens Sialm (University of Texas, McComb School of Business)
Clemens Sialm (Texas A&M)
Amanda Kowalski (Yale)
Susanna Loeb (Stanford University)
Xiye Yang (University of Amsterdam)
Charles Mason (University of Wyoming, presently visiting professor at Oxford University)
Olivier Herlem (EUR)
Neil Olver (MIT, Cambridge)
Anjan Thakor (Olin Business School)
István Barra (VU University Amsterdam)