A multilevel factor model with observation-driven factors
Mariia Artemova
- Research Master Defense
Mariia Artemova
Igor Custodio Joao
Cars Hommes
Konstantin Sommer
Daniel Haerle
Arthur Schram, Jeroen van de Ven , Arthur Schram (UVA) and Jeroen van de Ven (UVA)
Eran Raviv , Eran Raviv
Máté Kormos
Martin Abel (Middlebury College, United States)
Rosa Ferrer (Universitat Pompeu Fabra, Spain)
Vladimir Karamychev
Paul Pelzl
Laura Hering
Paul Pelzl
Wolf Wagner (RSM)
Anne Boring
Nicolas Ziebarth (Cornell University, United States)
Davide Pace
Johannes Spinnewijn (London School of Economics, United Kingdom)
Davide La Vecchia (Geneva School of Economics and Management, Switzerland)