Penalized CoVaR Estimation for US Industries
Sander Barendse (University of Amsterdam)
- Econometrics Seminars and Workshop Series
Sander Barendse (University of Amsterdam)
Louise Laage (Georgetown University), Koen Jochmans (University of Toulouse), Joachim Freyberger (University of Bonn), Daniel Wilhelm (University College London), Harold D Chiang (University of Wisconsin-Madison), Dmitry Arkhangelsky (CEMFI), Helmut Farbmacher (Technical University of Munich), Irene Botosaru (McMaster University), Frank Windmeijer (University of Oxford), Chris Muris (McMaster University), Cavit Pakel (Bilkent University)
Jochem Oorschot
Faculty: Siem Jan Koopman (Vrije Universiteit Amsterdam and Tinbergen Institute) and Francisco Blasques (Vrije Universiteit Amsterdam and Tinbergen Institute)
Takuya Ura (UC Davis, United States)
Eva Janssens , Eva Janssens
Aishameriane Schmidt
Luuk van Maasakkers
Thomas Mikosch (University of Copenhagen, Denmark), Laurens den Haan (Erasmus University Rotterdam), John Einmahl (Tilburg University), Chen Zhou (Erasmus University Rotterdam)
Yoshiyasu Rai (University of Mannheim, Germany)
Yuan Yue
Bertille Antoine (Simon Fraser University, Canada)
Abhishek Ananth (Cornell University, United States)
Denis Kojevnikov (Tilburg University)
Pedro José Correia Duarte (Erasmus University Rotterdam)
Yi He
Nestor Parolya (TU Delft)
Eva Janssens (University of Amsterdam)
Eva Janssens (UvA)
Marina Khismatullina (Erasmus University Rotterdam), Tom Boot (University of Groningen), Martin Schumann (Maastricht University), Vasilis Sarafidis (BI Norwegian Business School), Geert Dhaene (KU Leuven)