Filtering with Confidence: In-sample Confidence Bands for GARCH Filters (JMP)
Marcin Zamojski (VU University Amsterdam)
- PhD Lunch Seminars
Marcin Zamojski (VU University Amsterdam)
Piotr Denderski (VU University Amsterdam)
Francine Gresnigt (Erasmus University Rotterdam, the Netherlands)
Simin He (University of Amsterdam)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Fujin Zhou (VU University Amsterdam)
Yun Dai (Erasmus University Rotterdam, the Netherlands)
Pascal Golec (University of Amsterdam) and Hao Fang (University of Amsterdam)
Sander Barendse (Erasmus University Rotterdam, the Netherlands)
Florian Sniekers (University of Amsterdam and VU University Amsterdam) and Guilherme Vala Elias Pimentel de Oliveira (University of Amsterdam)
Tong Wang (Erasmus University Rotterdam, the Netherlands)
Zhiling Wang (VU University Amsterdam)
Nicole Ciurila (University of Amsterdam)
Max van Lent (Erasmus University Rotterdam)
Martin Adler (VU University Amsterdam) and Joep Lustenhouwer (University of Amsterdam)
Max Coveney (Erasmus University Rotterdam)
Martin Wiegand (VU University Amsterdam) and Swapnil Singh (University of Amsterdam)
Ilke Aydogan (Erasmus University Rotterdam)
Rutger Poldermans (University of Amsterdam) and Anghel Negriu (University of Amsterdam)
Didier Nibbering (Erasmus University Rotterdam)