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Recent News

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August 2017

The article "A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models" with Marc Nientker is now available as a TI Discussion paper.


June 2017

The article "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting" with Paolo Gorgi and Siem Jan Koopman is now available as a TI Discussion paper.


May 2017

Now starting as coordinator of BSc and MSc Econometrics and Operations Research and coordinator of new study program Econometrics and Data Science. Many thanks to Hande Karabiyik and Marc Nientker for agreeing to assist me with this task!
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Francisco Blasques

VU University Amsterdam
Tinbergen Institute


E-mail: f.blasques@vu.nl
Tel: +31 205 985 621
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Address:   VU University Amsterdam - FEWEB
                Department of Econometrics and Operations Research
                De Boelelaan 1105,   NL-1081HV Amsterdam,   The Netherlands