Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings

  • Tagungsort:

    Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030

  • Datum:

    June 26th, 2019

  • Referent:

    Anne Opschoor (Vrije Universiteit Amsterdam)

  • Zeit:

    17:00 - 18:00