Completed doctoral dissertations
- Jean-Marc Freyermuth (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
"Adaptive modelling od the dependence in multivariate time series"
Supervisor : Christian Hafner (29/09/2010)
- Meinguet Thomas, (ARC researcher)
Heavy tailed functional time series
Supervisor : J. Segers (08/2010)
- Valdesogo Robles, Alfonso (ARC researcher)
Multivariate volatility models using copula 
Supervisor: L. Bauwens (09/2009)
- Motta Giovanni, (UCL/STAT researcher)
Local Stationary Factor Model
Supervisors: R. von Sachs, C. Hafner (01/2009)
Doctoral dissertations in progress
- Arnaud Dufays
Forecasting time series subject to structural changes
Promoteur: Luc Bauwens
- Gordon Gudendorf
Extreme value analysis: modelling dependence between many variables
Promoteur : Johan Segers
- Daniel Koch
Optimisation de portefeuilles sous contraintes de solvabilité
Promoteur: Sébastien Van Bellegem
- Diane Pierret
Econometric analysis and risk management in energy markets
Promoteurs: Christian Hafner, Luc Bauwens
- Besik Samkharadze
New developments in multivariate GARCH models and applications
Promoteur: Luc Bauwens
