PhD students

	Igor Custodio Joao (M.Phil.)	Machine learning for financial stability (ongoing), co-supervised with Julia Schaumburg. NWO Open Competition.
	Andries van Vlodrop	Essays on Modeling Time-Varying Parameters (2019), co-supervised with Francisco Blasques.
	David R. Rijsbergen	Essays on the efficiency of pension funds and financial markets (2018), co-supervised with Paul Hilbers. External promovendus. Senior Policy Advisor at De Nederlandsche Bank.
	Erkki Silde	The Econometrics of Financial Comovement (2017), co-supervised with Francisco Blasques and Lennart Hoogerheide. Quantitative Researcher at Independent View.
	Marcin Zamojski	Panta rhei, measurement and discovery of change in financial markets (2017), co-supervised with Siem Jan Koopman, Arjen Siegmann and Denitsa Stefanova. Postdoc researcher at University of Gothenburg.
	Istvan Barra	Bayesian Analysis of Latent Variable Models in Finance (2016), co-supervised with Siem Jan Koopman and Lennart Hoogerheide. Senior data scientist at King.
	Jiangyu Ji	Three Essays in Empirical Finance (2016). Quantitative researcher at Lombarda China Fund Management Co.
	Rutger Lit	Time-varying Parameter Models for Discrete Valued Time Series (2016), co-supervised with Siem Jan Koopman. Tenure track Econometrics Department, VU Amsterdam.
	dr. Falk Brauning	Interbank Lending Relationships, Financial Crises, and Monetary Policy (2015), Winner of NWO Research Talent Grant (150k) for PhD research, co-supervised with Siem Jan Koopman. Economist at the research department of the Boston FED.
	dr. Xin Zhang	Modeling Time Variation in Systemic Risk (2013), co-supervised with Siem Jan Koopman. Researcher at Riksbank, Stockholm.
	dr. Marcel Scharth Pinto	Essays on Monte Carlo Methods for State Space Models (2012), co-supervised with Siem Jan Koopman. Postdoc researcher UNSW, Sydney; then University of Sydney Business School, tenure track.
	dr. Mahmoud Botshekan	Three Essays in Asset pricing and Portfolio Choice (2012), co-supervised with Roman Kraeussl. Senior Research Fellow, Smurfit Business School UCD Dublin; Assistant professor, University of Isfahan.
	dr. K.M. Carmen Lee	Psychological aspects of the disposition effect: an experimental investigation (2011), co-supervised with Roman Kraeussl and Leo Paas. Researcher in marketing, Hong Kong.
	dr. Bernd Schwaab	Credit risk and state space methods (2011), co-supervised with Siem Jan Koopman. Researcher at the European Central Bank (ECB), Frankfurt.
	dr. Sander J.J. Konijn	Empirical studies on credit risk (2011), co-supervised with Roman Kraeussl and Herbert Rijken. Quant researcher at ING Bank, Amsterdam.
	dr. Konrad Banachewicz	A collection of problems in credit risk models (2009), co-supervised with Aad van der Vaart. Quant researcher at ING Bank, Amsterdam. Quant researcher at RBS, Amsterdam.
	dr. Andre A. Braga Monteiro	The dynamics of corporate credit risk: an intensity-based econometric analysis (2008), co-supervised with Siem Jan Koopman. Postdoc Edith Cowan University, Australia. Assistant professor Universidad Carlos III, Madrid.
	dr. Arjen H. Siegmann	Optimal Financial Decision Making under Loss Averse Preferences (2003), co-supervised with Guus Boender. Postdoc De Nederlandsche Bank. Assistant professor VU University Amsterdam.
In the Dutch system, PhD supervision even by tenured scientific staff who do not (yet) hold a chair has to be accompanied by a full professor acting as a 'promotor'. In that role, I have been the promotor of the students below. The credits for supervision and guidance, however, should be fully bestowed on the supervisors mentioned below, and not be accredited to me.
	dr. Michel van der Wel	Riskfree rate dynamics: information, trading and state space modeling (2008), supervised by Albert J. Menkveld and Siem Jan Koopman. Assistant professor at Erasmus University Rotterdam.
	dr. Ting Wang	Essays on empirical market microstructure (completing), supervised by Albert J. Menkveld.