New paper – Modelling extreme events: time varying extreme tail shape published on JBES
Really happy to share that the paper “Modeling extreme events: time-varying extreme tail shape” was published on the Journal of
Tag: andré lucas
Paper Presentation at the 16th International CFE Conference
Today I had the pleasure to present the paper “Dynamic Partial Correlation Models” – co-authored with Prof. André Lucas –
Continue readingPaper Presentation at the 16th International CFE Conference
Paper presentation @ VU Econometrics BrownBag Seminar
On Thursday the 22nd of October 2002 I’ll be presenting a work titled Dynamic Partial Correlation Models at the VU Econometrics BrownBag Seminar.
This is a working paper that I am currently developing with professor André Lucas (you can check out the poster here, that we presented earlier this year at the 2022 NESG Conference in Groningen). … Continue readingPaper presentation @ VU Econometrics BrownBag Seminar
Poster Presentation on Dynamic Partial Correlation Models
I presented my Poster on Dynamic Partial Correlation Models at the 2022 NESG Conference, University of Groningen. … Continue readingPoster Presentation on Dynamic Partial Correlation Models