5 PhD Theses

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

  Author: Sander Barendse

  Supervisor: Dick van Dijk

  Defense date: February 28, 2019

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• 733 - Econometric Analysis of High-frequency Market Microstructure

  Author: Zhen Li

  Supervisors: Peter Boswijk, Roger Laeven, Michel Vellekoop

  Defense date: January 16, 2019

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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

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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

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• 711 - Multivariate Density Forecast Evaluation and Nonparametric Granger Causality Testing

  Author: Hao Fang

  Supervisors: Dick van Dijk, Cees Diks

  Defense date: March 27, 2018

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