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26 key alumni publications

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  • Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):1--22.
  • Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (2024). Nonstandard Errors The Journal of Finance, :.
  • van Bekkum, S., Gabarro, M., Irani, RustomM. and Peydró, J.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147:.
  • Boswijk, H.Peter, Laeven, RogerJ.A. and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1):.
  • Ahmed, H., Einmahl, JohnH.J. and Zhou, C. (2024). Extreme value statistics in semi-supervised models Journal of the American Statistical Association, :.
  • Can, S., Laeven, R. and Einmahl, JohnH.J. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices Journal of Business and Economic Statistics, 42(1):.