The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility
Roman Liesenfeld (Kiel)
- Econometrics Seminars and Workshop Series
Roman Liesenfeld (Kiel)
David Dickey (North Carolina State)
Pavel Cizek (Tilburg)
Marco Riani (Parma)
Patrik Guggenberger (UCSD)
Christian Gourieroux (ENSAE, Paris and Toronto)
Guilherme Valle Moura (VU)
David Dickey North (Carolina State)
Martin Dyer (University of Leeds)
prof. Ted Hill, (Georgia Institute of Technology, Atlanta USA): prof. Arno Berger, (University of Alberta, Edmonton, Canada)
2nd Amsterdam-Bonn Workshop in Econometrics
Dave Harvey (University of Nottingham)
Karl Sigman (Dept. of Industrial Engineering, Columbia University, New York)