Multivariate AutoRegressive Smooth Liquidity
Oliver Linton (University of Cambridge, United Kingdom)
- Erasmus Econometric Institute Series
Oliver Linton (University of Cambridge, United Kingdom)
Hanna Schwank (University of Bonn, Germany)
Eric Monnet (Paris School of Economics, France)
Director of Graduate Studies and Students
Galo Nuño (Bank of Spain)
Thao Le
Noelia Bernal (Universidad del Pacifico, Peru)
Amma Panin (UCLouvain, Belgium)
Magdalena Donohue
Alexia Delfino (Bocconi University, Italy)
Clément Bellet
Gianluca Orefice (University of Paris-Dauphine, France)
Ion Lucas Saru
Bertil Tungodden (NHH Norwegian School of Economics, Norway)
Tim Wienand
Andreas Fuster (Swiss Finance Institute @ EPFL, Switzerland)
Martti Kaila (University of Glasgow, United Kingdom)
Botond Koszegi (University of Bonn, Germany)
Igo Dobbe
Raian Kudashev (Vrije Universiteit Amsterdam)