Penalized CoVaR Estimation for US Industries
Sander Barendse (University of Amsterdam)
- Econometrics Seminars and Workshop Series
Sander Barendse (University of Amsterdam)
Yoshiyasu Rai (University of Mannheim, Germany)
Bertille Antoine (Simon Fraser University, Canada)
Abhishek Ananth (Cornell University, United States)
Denis Kojevnikov (Tilburg University)
Nestor Parolya (TU Delft)
Yacine Ait-Sahalia (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Jean-Paul Renne (University of Lausanne, Switzerland)
Cristina Gualdani (Université Capitole Toulouse 1, France)
Catherine Doz (Paris School of Economics)
James Hamilton (University of California at San Diego, United States)