Identifying and Predicting Financial Earth Quakes using Hawkes Processes
Francine Gresnigt (Erasmus University Rotterdam)
- PhD Defense
Francine Gresnigt (Erasmus University Rotterdam)
Ioulia Ossokina (Eindhoven University of Technology)
Monique de Haan (University of Oslo, Norway)
Françoise Forges (Université Paris Dauphine, France)
Fabrizio Zilibotti (Yale University, United States)
Tom Kirchmaier (London School of Economics, United Kingdom)
Jen Brown (David Eccles School of Business, United States)
Hendrik Wolff (Simon Fraser University, Canada)
Gregory Corcos (Ecole Polytechnique, France)
Aysil Emirmahmutoglu
Frederike Mengel (University of Essex, United Kingdom)
Gabriel Ahlfeldt (London School of Economics, United Kingdom)
Toni Mora (UIC Barcelona, Spain)
Inge Graef (Tilburg University)
Johannes Abeler (Oxford University, United Kingdom)
Coen Teulings (University of Utrecht)
Gonzague Vannoorenberghe (Université Catholique de Louvain, Belgium)
Sara Rellstab (Erasmus University Rotterdam)
Jonathan Klick (University of Pennsylvania, United States and Erasmus University Rotterdam)
Pierre Picard (Université du Luxembourg)