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)
Andrea Weber (University of Mannheim, Germany)
Anders Bredahl Kock (Aarhus University, Denmark)
Edouard Challe (Ecole Polytechnique, France)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Mathijs van Dijk (Erasmus University Rotterdam, the Netherlands)
Laurent Pauwels (University of Sydney, Australia)
Maja Adena (WZB Berlin Social Science Center, Germany) and Drazen Prelec (Massachusetts Institute of Technology, United States)
Andrew Patton (Duke University, United States)
Fujin Zhou (VU University Amsterdam)
Martin Foureaux Koppensteiner (University of Leicester)
Dean Yang (University of Michigan, United States)
Matteo M. Galizzi (London School of Economics, United Kingdom)
Roman Zakharenko (National Research University Higher School of Economics, Russia)
Patrick Gagliardini (University of Lugano, Switzerland)
Michelle Rendall (University of Zurich, Switzerland)
Yun Dai (Erasmus University Rotterdam, the Netherlands)