Category: Uncategorized
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I won the 2014 Journal of Applied Econometrics Dissertation Prize for my paper Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities, written with Dick van Dijk and Michel van der Wel (both Erasmus University and Tinbergen Institute Fellows). See this link for more information.
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The paper Predicting Volatility and Correlations with Financial Conditions Indexes (joint work with Dick van Dijk and Michel van der Wel) is accepted for publication in the Journal of Empirical Finance.
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The paper Order flow and volatility: An empirical investigation (joint work with Nick Taylor, Michel van der Wel and Dick van Dijk) is accepted for publication in the Journal of Empirical Finance.
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Tinbergen Institute appointed me as a Candidate Fellow