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Home | Alumni | Key Alumni Publications

Alumni types

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23 key alumni publications

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  • Capera Romero, L. and Opschoor, A. (2026). Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment Journal of Applied Econometrics, 41(5):523--538.
  • Juodis, A. and Reese, S. (2026). Five lessons for applied researchers from twenty years of common correlated effects estimation Journal of Econometrics, 253.
  • Lange, R.J., van Os, B. and van Dijk, D. (2026). Implicit score-driven filters for time-varying parameter models Journal of Econometrics, 255:1--21.