Common Dynamics in Volatility: an Additive Common Component vMEM Approach
Giampiero Gallo (University of Florence)
- Econometrics Seminars and Workshop Series
Giampiero Gallo (University of Florence)
Phung Duc Tuan (Tokyo Institute of Technology)
Aniol Llorente-Saguer (Max Planck Institute)
Gideon Saar (Johnson Cornell University)
Marianne Simonsen (Aarhus University)
Daan in 't Veld (VU University)
Andrew Pua (UvA)
Clemens Sialm (University of Texas, McComb School of Business)
Susanna Loeb (Stanford University)
Xiye Yang (University of Amsterdam)
Charles Mason (University of Wyoming, presently visiting professor at Oxford University)
Neil Olver (MIT, Cambridge)
Anjan Thakor (Olin Business School)
István Barra (VU University Amsterdam)
Mariya Melnychuk (University of Alicante)
CANCELLED - Fabian Lange (Yale)
Jean-Laurent Rosenthal (California Institute of Technology)
David Sraer (Princeton University)
Tessa Bold (Frankfurt University)
Ioannis Tikoudis (VU University)