Characteristic function-based factor modelling of affine jump diffusions
Niels Marijnen , Niels Marijnen
- Research Master Defense
Niels Marijnen , Niels Marijnen
Kieran Marray , Kieran Marray
Sander de Vries , Sander de Vries
Sindri Engilbertsson , Sindri Engilbertsson
Stanislav Avdeev , Stanislav Avdeev
Evgenii Ivanov , Evgenii Ivanov
Cristina Figueroa , Cristina Figueroa
Paloma Assuncao , Paloma de Melo Assuncao
Faculty: Cars Hommes (University of Amsterdam and Tinbergen Institute)
Faculty: Siem Jan Koopman (Vrije Universiteit Amsterdam and Tinbergen Institute) and Francisco Blasques (Vrije Universiteit Amsterdam and Tinbergen Institute)
Faculty: Eric Bartelsman (Vrije Universiteit Amsterdam, Tinbergen Institute, IZA), Jan De Loecker (KU Leuven, NBER, CEPR), and Jo Van Biesebroeck (KU Leuven, CEPR)
Faculty: Aysu Okbay, Ronald de Vlaming, and Hermon Kweon, all affiliated to Vrije Universiteit Amsterdam and Tinbergen Institute
Shyam Sunder (Yale University, United States)
Alexander Ludwig (Goethe University Frankfurt, Germany)
Charles Kahn (University of Illinois Urbana-Champaign, United States)
Pim Kastelein , Pim Kastelein
Vojtěch Bartoš (University of Milan, Italy)
Mahdi Khesali (Max Planck Institute, Germany), Martin Sternberg (Max Planck Institute, Germany), Chen Li (Erasmus University Rotterdam), and Jan Stoop (Erasmus University Rotterdam)
Amy Yazhu Li
Marco Gregori