An Implicit Score-Driven Model for Time-Varying Volatilities and Correlations
Paul Doekhie , Paul Doekhie
- Research Master Defense
Paul Doekhie , Paul Doekhie
Mingxuan Song , Mingxuan Song
Lars de Graaff , Lars de Graaff
Merle Praum , Merle Praum
Aleksandr Zhuravlev , Aleksandr Zhuravlev
Luuk de Wit , Luuk de Wit
Just de Groot , Just de Groot
Andres Guzman Cordero , Andres Guzman Cordero
Reza Armakan
Su Yuanyuan
Jason Wang
Li Longjiao
Thao Le , Thao Le
Tomas Miskov
Valentino Hägg
Caio Vieira Rego , Caio Vieira Rego
Sjoerd Stevens , Sjoerd Stevens
Ana-Maria Tecuci , Ana-Maria Tecuci
Justus Holman , Justus Holman
Ali Abedi , Ali Abedi