Forecasting Realized Volatility with a Copula-Based Time Series Model
Oleg Sokolinskiy (EUR)
- PhD Lunch Seminars
Oleg Sokolinskiy (EUR)
Gunter Maris (University of Amsterdam, and CITO)
Peter Exterkate (EUR)
Thomas Noe (Oxford-Said Business School)
Silvana Robone (University of York)
Jacobus de Hoop (VU University Amsterdam)
Markku Kaustia (Helsinki School of Economics)
Hakan Selin (Uppsala University)
Adriaan Soetevent (University of Amsterdam)
Jana Vyrastekova (Radboud Nijmegen)
Christian Bayer (University of Bonn)
Arjan Non (EUR)
Bettina Rockenbach (Erfurt University)
Dagfinn Rime (Norges Bank)
Alexei Parakhonyak (EUR)
Sebastian Gryglewicz (ESE, EUR)
Ruslan Goyenko (McGill University)
Yang Zu
Lasse Pedersen (New York University)
Christian Dustman (University College London)