Doctoral dissertations

Jean-Marc Freyermuth  - ARC Researcher (October 2011)
"Tree-strucured wavelet thresholding with applications in nonparametric curve estimation", Supervisor: Rainer von Sachs

 

Julien Hunt (September 2011), "Calcul stochastique en univers semi-markovien et applications financières", Supervisor: Pierre Devolder

 

Olga Reznikova - ARC Researcher (September 2010)
"Adaptive modelling od the dependence in multivariate time series", Supervisor : Christian Hafner

 

Meinguet Thomas, (August 2010)
"Heavy tailed functional time series", Supervisor : J. Segers

 

Valdesogo Robles, Alfonso (ARC researcher) (September 2009)
"Multivariate volatility models using copula", Supervisor: L. Bauwens

 

Motta Giovanni, (UCL/STAT researcher) (January 2009)
"Local Stationary Factor Model", Supervisors: R. von Sachs, C. Hafner
 
Böhm, Hilmar (January 2008)
"Shrinkage methods for multivariate spectral analysis", Supervisor: R. von Sachs

 

Arnaud Dufays
"Forecasting time series subject to structural changes", Supervisor: Luc Bauwens

 

Gordon Gudendorf
"Extreme value analysis: modelling dependence between many variables", Supervisor: Johan Segers

 

Daniel Koch
"Optimisation de portefeuilles sous contraintes de solvabilité", Supervisor: Sébastien Van Bellegem

 

Diane Pierret
"Econometric analysis and risk management in energy markets", Supervisors: Christian Hafner, Luc Bauwens

 

Besik Samkharadze
"New developments in multivariate GARCH models and applications", Supervisor: Luc Bauwens