Dynamic conditional block-equicorrelations [A score-driven factor approach]
Stan Thijssen
- Research Master Defense
Stan Thijssen
Floris Holstege
Farzad Saidi (University of Bonn, Germany)
Sukjin Han (University of Bristol, United Kingdom)
Carlo Altavilla (ECB, Germany)
Simon Trimborn (University of Amsterdam)
Keynote speakers: Meredith Whittaker (New York University, United States) and Benjamin Sachs (Harvard University, United States)
Niels Marijnen
David Frazier (Monash University, Australia)
Sander Barendse (University of Amsterdam)
Floris Holstege , Floris Holstege
Hyejin Kim
Chao Liang
Ruoying Dai , Ruoying Dai
Faculty: Siem Jan Koopman (Vrije Universiteit Amsterdam and Tinbergen Institute) and Francisco Blasques (Vrije Universiteit Amsterdam and Tinbergen Institute)
Faculty: Lukas Hoesch (Vrije Universiteit Amsterdam and Tinbergen Institute) and Ronald de Vlaming (Vrije Universiteit Amsterdam and Tinbergen Institute)
Yuchou Peng
Faculty: Aysu Okbay, Ronald de Vlaming, and Hermon Kweon, all affiliated to Vrije Universiteit Amsterdam and Tinbergen Institute
Faculty: Eran Raviv (APG and Business Data Science)
Toni Ahnert (ECB, Germany)