Long memory dynamics in volatility and dependence for heavy-tailed data
Pawel Janus (VU University Amsterdam)
- PhD Lunch Seminars
Pawel Janus (VU University Amsterdam)
Jesper Bagger (Royal Holloway)
Malcom Baker (Harvard Business School)
Sigrid Suetens (Tilburg University)
Karl Lins (University of Utah)
Nicola Pavoni (UCL)
Sandra Maximiano (Purdue University)
Enrichetta Ravina (Columbia)
Suzanne Kok (CPB)
Julien Grenet (LSE)
Nikos Thomaidis (Department of Financial Engineering & Management University of the Aegean)
Wilko Bolt (De Nederlandsche Bank)
Jasper Blom, Frank Kalshoven, Ewald Engelen, Roel Janssen
Lars Norden (RSM)
René Stulz (Ohio State university)
Amine Ouazad (INSEAD)
Joseph A. Clougherty (University of Illinois at Urbana-Champaign, and CEPR-London)
Vincent Sterk (University of Amsterdam and DNB)
Markus Kirchner (University of Amsterdam)
Brandon Julio (London Business School)