A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing
Offer Lieberman (Bar-Ilan University, Israel)
- Econometrics Seminars and Workshop Series
Offer Lieberman (Bar-Ilan University, Israel)
Benoit Dries (Ghent University, Belgium)
Toru Kitagawa (University College London, United Kingdom)
Pasqualle Della Corte (Imperial College London, United Kingdom)
Stefan Mittnik (Ludwig Maximilian University of Munich, Germany)
Alessio Sancetta (Royal Holloway University of London, United Kingdom)
Adam M. Rosen (University College London, United Kingdom)
Frank Kleibergen (Brown University, United States of America)
Christian Francq (CREST and University Lille 3 (EQUIPPE), France)
Jeroen Rombouts (HEC Montréal, Canada)
Peter Reinhard Hansen (European University Institute, Italy)
Nobuhiko Terui (Tohoku University, Japan)
Giugliemlo Caporale (Brunel University London, United Kingdom)
Christian Bontemps (University of Toulouse and Ecole Nationale de l’Aviation Civile, France)
Joachim Bueschken (Katholische Universität Eichstätt-Ingolstadt, Germany)
Carles Bretó Martínez (University Carlos III Madrid, Spain)
Bernd Schwaab (European Central Bank, Germany)
Sophocles Mavroeidis (University of Oxford, United Kingdom)
Massimo Guidolin (Bocconi University, Italy)
Grant Hillier (University of Southampton, United Kingdom)