Forecasting Realized Volatility with a Copula-Based Time Series Model
Ko-Chia Yu (EUR)
- PhD Lunch Seminars
Ko-Chia Yu (EUR)
Kristoffer Neumark (CREI,UPF)
Ruud de Mooij (EUR)
Wieland Mueller (University of Tilburg)
Aviv Nevo (Northwestern University)
Laurens Swinkels, Erasmus School of Economics
Erik Schokkaert (Cath. University of Leuven)
Roni Michaely (Cornell University)
Laurens Cherchye (Catholic University of Leuven)
Marcelo Tyszler (University of Amsterdam)
Zhijun Chen (University of East Anglia)
Guido Menzio (University of Pennsylvania)
Ravi Bansal (Duke University)
Dennis Gromb (INSEAD)
Philipp Kircher (University of Pennsylvania)
Melinda Vigh (VU University Amsterdam)
Jan Groen (Federal Reserve Bank of New York)
Paul De Grauwe (KU Leuven)
Alok Kumar (The University of Texas at Austin)
Carina Furnée (University of Maastricht)