Dr. Y. (Yannick) Dillschneider
Faculteit Economie en Bedrijfskunde
Sectie Quantitative Economics
Bezoekadres
- Roetersstraat 11
- Kamernummer: 4.22
Postadres
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Postbus 15867
1001 NJ Amsterdam
Contactgegevens
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Publicaties
2019
- Dillschneider, Y., & Maurer, R. (2019). Functional Ross recovery: Theoretical results and empirical tests. Journal of Economic Dynamics and Control, 108, Article 103750. https://doi.org/10.1016/j.jedc.2019.103750
Spreker
- Dillschneider, Y. (speaker) (16-12-2022). GMM Estimation of Stochastic Volatility Models Using Transform-Based Moments of Derivatives Prices, European Winter Meeting of the Econometric Society 2022, Berlin.
- Dillschneider, Y. (speaker) (8-7-2022). GMM Estimation of Stochastic Volatility Models Using Transform-Based Moments of Derivatives Prices, Australasia Meeting of the Econometric Society 2022.
- Dillschneider, Y. (speaker) (5-3-2022). GMM Estimation of Stochastic Volatility Models Using Transform-Based Moments of Derivatives Prices, RCEA Conference on Recent Developments in Economics, Econometrics and Finance 2022.
- Dillschneider, Y. (speaker) (24-8-2021). Generalized Transform Analysis for Asset Pricing and Parameter Estimation, Econometric Society European Meeting 2021.
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