Bram van Os
University
Vrije Universiteit Amsterdam
E-mail
Research field
Data Science and Econometrics
Interests
Financial Econometrics, Mathematical Methods, Risk Management, Time Series Econometrics
Website
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.
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.