High-frequency Data Modeling using Hawkes Processes
Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
- Seminars Econometric Institute
Valerie Chavez Demoulin (HEC Lausanne, Switzerland)
David J. Cooper (Florida State University, United States)
Adrian Pagan (University of Sydney) and Don Harding (La Trobe Business School)
Bart de Keijzer (Sapienza University of Rome, Italy), José Verschae (University of Chile, Chile), Leo van Iersel (Centrum Wiksunde and Informatica) and more.
Arturas Juodis (University of Amsterdam), Rutger Poldermans (University of Amsterdam), Milan Pleus (University of Amsterdam)
Tomasz Strzalecki (Harvard University, United States)
Yoosoon Chang (Indiana University, United States)
Max van Lent (ESE, Erasmus University Rotterdam, the Netherlands)
Liran Einav (Stanford University, United States) and Bas van der Klaauw (VU University Amsterdam)
Giorgio Sertsios (Universidad de los Andes, Chile)
Yacine Ait-Sahalia (Princeton University, United States)
Jeffrey Wurgler (New York University, United States)
Noémi Peter (University of Amsterdam) and Lukáš Tóth (University of Amsterdam)
Lorenz Götte (University of Lausanne, Switzerland)
Christian Bogmans (VU University Amsterdam)
Jon Levin and Liran Einav (Stanford University)
Matthieu Bouvard (McGill University, Canada)
Arthur Robson (Simon Fraser University, Canada)
Samuli Knüpfer (London Business School, United Kingdom)
Alexandros Dimitropoulos (VU University Amsterdam) and Maria Dementyeva (VU University Amsterdam)