Andries van Vlodrop

Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence

F. Blasques, A. Lucas, Andries van Vlodrop, 2020, Econometrics and Statistics.

Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

Marta Bańbura, Andries van Vlodrop, 2018 .

Finite Sample Optimality of Score-Driven Volatility Models

F. Blasques, A. Lucas, Andries van Vlodrop, 2017 .