Time Series Copulas for Heteroskedastic Data
Michael Smith (The University of Melbourne, Australia)
- Econometrics Seminars and Workshop Series
Michael Smith (The University of Melbourne, Australia)
Costas Arkolakis (Yale, United States)
Thomas Bosman (VU Amsterdam)
Jason Dana (Yale University, United States),
Mathijs A. van Dijk (Erasmus University Rotterdam)
Jason Dana (Yale University, United States), Christine Exley (Harvard University, United States), Björn Bartling (Zurich University, Switzerland), and others
Paul van Bruggen (Erasmus University Rotterdam)
Francesco D'Acunto (University of Maryland, United States)
Eliana La Ferrara (Bocconi University, Italy)
Bastian Ravesteijn (Harvard Medical School)
Berthold Herrendorf (Arizona State University, United States)
Simone Manganelli (ECB, Germany)
Arun Chandrasekhar (Stanford University, United States)
Vivien Lewis (KU Leuven, Belgium)
Peiran Jiao (Maastricht University)
Kelly Shue (Yale University, United States)
Samuel Berlinski (Inter-American Development Bank (IDB), United States)
Jan de Loecker (KU Leuven, Belgium)
Gabor Pinter (Bank of England, United Kingdom)
Natalia Alfonso (Johns Hopkins University, United States)