An Implicit Score-Driven model for time-varying volatilities and correlations TBA
Paul Doekhie , Paul Doekhie
Paul Doekhie , Paul Doekhie
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)
Florian Heider (Goethe University Frankfurt and SAFE, Germany)
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)
Luuk de Wit , Luuk de Wit
Just de Groot , Just de Groot
Andres Guzman Cordero , Andres Guzman Cordero
Nadya Malenko (Boston College, United States)
Frederik Schlingemann (University of Pittsburgh, United States)
Fábio Bentz Maciel
Ana Popovici
Paul Voss (HEC Paris, France)
Reza Armakan
Finn Höner
Lin Shen (INSEAD, France)
Peter Hull (Brown University, United States)
Keynote: Stefano Lovo (HEC Paris, France)
Isaiah Andrews (MIT, United States)
Ian Martin (London School of Economics, United Kingdom)