Forecasting Realized Volatility with a Copula-Based Time Series Model
Ko-Chia Yu (EUR)
- PhD Lunch Seminars
Ko-Chia Yu (EUR)
Ruud de Mooij (EUR)
Marcelo Tyszler (University of Amsterdam)
Melinda Vigh (VU University Amsterdam)
Ronald Wolthoff (University of Chicago)
Stefanie Peer (VU University Amsterdam)
Christiaan Behrens (VU University)
Jona Linde (University of Amsterdam)
Thomas de Haan (University of Amsterdam)
Nan Yang (VU University)
Zhengyuan Gao (University of Amsterdam)
Georgios Effraimidis (VU University Amsterdam)
Xiaolong Liu (University of Amsterdam)
Andrey Lizyayev (Erasmus University Rotterdam)
Marius Ochea (University of Amsterdam)
Erik de Wit (University of Amsterdam)
Paolo Zeppini-Rossi (University of Amsterdam)
Frans Schilder (University of Amsterdam)
Marcelo Tyszler (University of Amsterdam)
Paul Koster (VU University Amsterdam)