Risk-Parameter Estimation in Volatility Models
Christian Francq (CREST and University Lille 3 (EQUIPPE), France)
- Econometrics Seminars and Workshop Series
Christian Francq (CREST and University Lille 3 (EQUIPPE), France)
Ilan Cooper (BI Norwegian Business school, Norway)
Aaron Kamm (University of Amsterdam)
Jeremy Lise (University College London, United Kingdom)
Erwin Bulte (Wageningen University)
Felix Weinhardt (London School of Economics, United Kingdom)
Ferdinand Rauch (University of Oxford, United Kingdom)
Peter Reinhard Hansen (European University Institute, Italy)
Mirko Wiederholt (University of Frankfurt, Germany)
Federico Valenciano (Universidad del País Vasco, Spain)
Stephan Litschig (Universitat Pompeu Fabra, Spain)
Domenico Delli Gatti (Catholic University in Milan, Italy)
Patrick Arni (IZA - Institute for the Study of Labor, Germany)
Cinzia Cirillo (University of Maryland, United States)
Joel Sobel (University of California, San Diego, United States)
Christian Bontemps (University of Toulouse and Ecole Nationale de l’Aviation Civile, France)
Marek Kapička (CERGE-EI, Czech Republic and University of California, United States)
Michal Krawczyk (Warsaw University, Poland) and Bettina Rockenbach (University of Cologne, Germany)
Guido Imbens (Stanford University, United States)
Pim Heijnen (University of Groningen)