Realized Autoregressive Conditional Betas
Sébastien Laurent (Aix-Marseille Université, France)
- Erasmus Econometric Institute Series
Sébastien Laurent (Aix-Marseille Université, France)
Stefan Voigt (University of Copenhagen, Denmark)
Sonia Bhalotra (University of Warwick, United Kingdom)
Yiming Liu (WZB Berlin, Germany)
Director of Graduate Studies and Students
Christoph Breunig (University of Bonn, Germany)
Arjan Non
Kai Arvai (European Central Bank, Germany)
Katrin Gödker (Bocconi University, Italy)
Elena Manzoni (Università degli studi di Bergamo, Italy)
Leonard Treuren (KU Leuven, Belgium)
Nikolaus Hautsch (University of Vienna, Austria)
Rodrigo Soares (INSPER, Brazil)
Raquel Ortega-Argiles (The University of Manchester, United Kingdom)
Agata Farina (Princeton University, United States)
Dario Pozzoli (Copenhagen Business School, Denmark)
Andrea Pogliano
Kasper Meisner Nielsen (Copenhagen Business School, Denmark)
Jorge Garcia Hombrados (The Autonomous University of Madrid, Spain)
Tim Wienand