- October 2016
- The article "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models" with Paolo Gorgi, Siem Jan Koopman and Olivier Wintenberger is now available as a TI Discussion paper.
- August 2016
- The article "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models" with Siem Jan Koopman, Andre Lucas and Julia Schaumburg, is now forthcoming in the Journal of Econometrics.
- July 2016
- The paper "Time Varying Transition Probabilities for Markov Regime Switching Models" with Marco Bazzi, Siem Jan Koopman and Andre Lucas is accepted for publication in the Journal of Time Series Analysis
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