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Thibault Vatter

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Publications

3 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

Vatter T. , Chavez-Demoulin V. (2015). Generalized Additive Models for Conditional Dependence Structures. Journal of Multivariate Analysis, 141, 147-167. Peer Reviewed


Vatter T., Wu H.-T., Chavez-Demoulin V. ; Yu B. (2015). Non-parametric estimation of intraday spot volatility: disentangling instantaneous trend and seasonality. Econometrics, 3, 864-887.


Thesis

Vatter T. (2016). Generalized Additive Modeling For Multivariate Distributions. Université de Lausanne, Faculté des hautes études commerciales. Chavez-Demoulin V. (Dir.)


Curriculum

Education

MSc in Applied Physics, Ing. Phys. Dipl. EPFL
Ecole Polytechnique Fédérale de Lausanne (EPFL)

Major: Physics, Institute of Theorical Physics
Minor: Financial Engineering, Swiss Finance Institute

Bsc in Physics, EPFL
Ecole Polytechnique Fédérale de Lausanne (EPFL)

Physics department


 
 
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