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Home | People | Bram van Os
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Bram van Os

Candidate Fellow
University
Vrije Universiteit Amsterdam
E-mail
b.van.os2@vu.nl
Research field
Data Science and Econometrics
Interests
Financial Econometrics, Mathematical Methods, Risk Management, Time Series Econometrics
Website
Link to personal website

Key publication

Publications

van Os, B. and van Dijk, D. (2026). Dynamic Conditional Correlations with Partial Information Pooling Journal of Business and Economic Statistics, 44(1):309--320.

Lange, R.J., van Os, B. and van Dijk, D. (2026). Implicit score-driven filters for time-varying parameter models Journal of Econometrics, 255:1--21.

van Os, B. and van Dijk, D. (2024). Accelerating peak dating in a dynamic factor Markov-switching model International Journal of Forecasting, 40(1):313--323.