Presentation at the 33rd (EC)^2 Conference
I’m more than honored to announce that our paper “Dynamic Partial Correlation Models” – co-authored with professor Andre Lucas –
Category: Papers
Our study on Hotel Dynamic Pricing, Stochastic demand and Covid-19 has been published on Annals of Tourism Research
In the paper we develop an innovative framework to study how hoteliers apply inventory control and price discrimination taking into account seasonality. … Continue readingOur study on Hotel Dynamic Pricing, Stochastic demand and Covid-19 has been published on Annals of Tourism Research
New Working Paper on Heterogeneity and Dynamics in Spatial Network Models
A new working paper that I have co-authored with André Lucas, Anne Opschoor and Xingmin Zhang is now available as
Continue readingNew Working Paper on Heterogeneity and Dynamics in Spatial Network Models
New working paper on Dynamic Partial Correlation Models
A new working paper from that I co-authored together with André Lucas is now available as Tinbergen Institute Discussion Paper. You
Continue readingNew working paper on Dynamic Partial Correlation Models
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
New Working Paper on Common and Idiosyncratic Conditional Volatility Factors
In our new working paper – with Francisco Blasques and Siem Jan Koopman – we propose a multiplicative dynamic factor
Continue readingNew Working Paper on Common and Idiosyncratic Conditional Volatility Factors
New Paper on Score-Driven Modeling of Spatio-Temporal Data published on JASA
We develop a simultaneous autoregressive score-driven model with autoregressive disturbances for heavy tailed spatio-temporal data. … Continue readingNew Paper on Score-Driven Modeling of Spatio-Temporal Data published on JASA