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 

Doctoral dissertations in progress

• 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