Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity
Kris Boudt (Vrije Universiteit Brussel/Amsterdam, Europe)
- Seminars Econometric Institute
Kris Boudt (Vrije Universiteit Brussel/Amsterdam, Europe)
Elvira Sojli (Erasmus University Rotterdam, the Netherlands)
Giovanni Cespa (City University London, United Kingdom)
Andrea Weber (University of Mannheim, Germany)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Mathijs van Dijk (Erasmus University Rotterdam, the Netherlands)
Laurent Pauwels (University of Sydney, Australia)
Dean Yang (University of Michigan, United States)
Matteo M. Galizzi (London School of Economics, United Kingdom)
Yun Dai (Erasmus University Rotterdam, the Netherlands)
Thorsten Joachims (Cornell University, United States)
Jasmin Gider (University of Bonn, Germany)
Sascha Steffen (ESMT - European School of Management and Technology, Germany)
XiaoXia Ye (Stockholm University, Sweden)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Ronny Razin (The London School of Economics, United Kingdom)
Dennis Petrie (The University of Melbourne, Australia)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Peter Hansen (European University Institute, Italy)
Ashish Tiwari (The University of Iowa, United States)