12 PhD Theses

• 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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• 805 - Trading and Clearing in Fast-Paced Markets

  Author: Shihao Yu

  Supervisors: Albert J. Menkveld, Norman Seeger

  Defense date: January 26, 2023

  University: Vrije Universiteit 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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• 782 - Empirical Studies on Financial Stability and Natural Capital

  Author: Dieter Wang

  Supervisors: Iman van Lelyveld, Julia Schaumburg

  Defense date: May 03, 2021

  University: Vrije Universiteit Amsterdam

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• 772 - Unintended Consequences of Post-Crisis Banking Reforms

  Author: Ioana Neamtu

  Supervisor: Sweder van Wijnbergen

  Defense date: March 15, 2021

  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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• 733 - Econometric Analysis of High-frequency Market Microstructure

  Author: Zhen Li

  Supervisors: Peter Boswijk, Roger Laeven, Michel Vellekoop

  Defense date: January 16, 2019

  University: University of Amsterdam

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

  Author: Hao Fang

  Supervisors: Dick van Dijk, Cees Diks

  Defense date: March 27, 2018

  University: University of Amsterdam

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