9 PhD Theses

• 859 - Dynamic Clustering Methods in Panel Data

  Author: Igor Custodio Joao

  Supervisors: Andre Lucas, Julia Schaumburg

  Defense date: December 09, 2024

  University: Vrije Universiteit Amsterdam

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• 853 - Policy, Pricing and Prediction: Investigating Shock Dynamics, Equity Risk and Machine Learning

  Author: Terri van der Zwan

  Supervisors: Michel van der Wel, Erik Kole

  Defense date: December 11, 2024

  University: Erasmus University Rotterdam

• 834 - Essays on the Econometrics of Option Pricing

  Author: Evgenii Vladimirov

  Supervisors: Peter Boswijk, Roger Laeven

  Defense date: February 16, 2024

  University: University of Amsterdam

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• 796 - Extremes in Statistics and Econometrics

  Author: Jochem Oorschot

  Supervisors: Richard Paap, Chen Zhou

  Defense date: September 01, 2022

  University: Erasmus University Rotterdam

• 793 - Essays on Risk and Econometrics

  Author: Yuan Yue

  Supervisors: Roger Laeven, Jan Magnus

  Defense date: April 28, 2022

  University: University of Amsterdam

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• 771 - Identification Robust Testing in Linear Factor Models

  Author: Lingwei Kong

  Supervisor: Frank Kleibergen

  Defense date: March 23, 2021

  University: University of Amsterdam

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• 735 - In and Outside the Tails: Making and Evaluating Forecasts

  Author: Sander Barendse

  Supervisor: Dick van Dijk

  Defense date: February 28, 2019

  University: Erasmus University Rotterdam

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• 731 - Essays in Applied Time Series Analysis

  Author: Bart Keijsers

  Supervisors: Dick van Dijk, Bart Diris, Erik Kole

  Defense date: February 22, 2019

  University: Erasmus University Rotterdam

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• 721 - Essays on Time Series Models with Unobserved Components and Their Applications

  Author: Mengheng Li

  Supervisor: Siem Jan Koopman

  Defense date: September 13, 2018

  University: Vrije Universiteit Amsterdam

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