The Conditional Autoregressive Wishart Model for Multivariate Stock Market Volatility
Roman Liesenfeld (Kiel)
- Econometrics Seminars and Workshop Series
Roman Liesenfeld (Kiel)
Dion Bongaerts (RSM)
Te Bao
Ghazala Azmat (UPF)
Nicolas Petit (University of Liege Law School)
Mathias Trabandt
David Dickey (North Carolina State)
Lauren Cohen (Harvard Business School)
Noémi Péter & Thomas Buser (UvA)
Edwin Leuven (ENSAE)
Pavel Cizek (Tilburg)
Philippe Versijp (ESE, EUR)
Mari Rege (Stavanger)
Vassilis Tselios
Martin Ellison (Oxford University) (joint with Alina Barnett)
Marco Riani (Parma)
Makoto Watanabe (Carlos III)
Eric van Damme (Tilburg University)
Marion LeTurcq (CREST)
Hassan Benchekroun (McGill University Montreal)