Factors identification of stochastic volatility models in a high-frequency framework
Simona Sanfelici (University of Parma, Italy)
- TI Finance Research Seminars
Simona Sanfelici (University of Parma, Italy)
Julien Sauvagnat (Bocconi University, Italy)
Paul Pelzl (VU Amsterdam)
Cancelled: David Yanigizawa-Drott (University of Zurich, Switzerland)
Geert Dhaene (KU Leuven, Belgium) and Frank Windmeijer (Bristol University, United Kingdom)
Diego Puga (CEMFI, Spain)
Robert Dur (Erasmus University Rotterdam)
Veronika Pool (Indiana University Bloomington, United States)
Hugo Hopenhayn (University of California-Los Angeles, United States)
Yuhao (Harry) Zhu (Erasmus University Rotterdam)
Arvind Magesan (University of Calgary, Canada)
David J. Cooper (Florida State University, United States and University of East Anglia, United Kingdom)
Arthur Schram, Jeroen van de Ven , Arthur Schram (UVA) and Jeroen van de Ven (UVA)
Niels Rietveld, Philipp Koellinger , Philipp Koellinger, Niels Rietveld. Guest lecturers Aysu Okbay (VU), Abdel Abdellaoui (VU), and Fleur Meddens (VU en EUR).
Gary Charness (University of California, Santa Barbara, United States)
Eric Bartelsman , Eric Bartelsman, Jan de Loecker, Jo van Biesebroeck. Teaching Assistants Richard Bräuer, Francesco Chiacchio, Michaël Rubens
Itzik Fadlon (UC San Diego, United States)
Laura Hering (Erasmus University Rotterdam)
Benjamin Tereick (Erasmus University Rotterdam)
Magdalena Rola-Janicka (University of Amsterdam) and David Garces Urzainqui (Vrije Universiteit)