- Hem
- Om universitetet
- Hitta person
- Marcin Zamojski
Marcin Zamojski
Gästföreläsare
Institutionen för nationalekonomi med statistikOm Marcin Zamojski
Marcin Zamojski obtained his MSc in Finance and Banking from the Warsaw School of Economics in 2009. In 2012, he graduated with an MPhil in Economics from the Tinbergen Institute and Vrije Universiteit Amsterdam where continued to obtain a PhD in Finance. Marcin joined the Centre for Fiance at the University of Gothenburg in the fall of 2016. He is interested in issues related to time-varying parameters, machine learning, term structure of interest rates, and hedge funds.
På andra webbplatser
Forskningsområden
- Empirical Asset Pricing, Financial Econometrics, Time Series Econometrics, Machine Learning, Neural Networks, Hedge Funds
Undervisningsområden
- Financial Econometrics
-
Nonstandard
Errors
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Sebastian Neususs, Michael Razen, Utz Weitzel, David Abad-Diaz, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie T. Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James J. Angel, Alejandro T. Avetikian, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Li Bao, Andrea Barbon, Oksana Bashchenko, Parampreet C. Bindra, Geir H. Bjonnes, Jeffrey R. Black, Bernard S. Black, Dimitar Bogoev, Santiago Bohorquez Correa, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian Brownlees, Anna Calamia, Gunther Capelle-Blancard, Laura M. Capera Romero, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Jian Chen, Mikhail Chernov, William Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung-Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca F. De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Y. Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yun Jiang Dong, Philip A. Drummond, Tom Dudda, Teodor Duevski, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michal Dzielinski, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D. D. Evans, Michael Farrell, Ester Felez-Vinas, Gerardo Ferrara, El Mehdi Ferrouhi, Andrea Flori, Jonathan T. Fluharty-Jaidee, Sean D. V. Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco Franzoni, Bart Frijns, Michael Frommel, Servanna M. Fu, Sascha C. Fullbrunn, Baoqing Gan, Ge Gao, Thomas P. Gehrig, Roland Gemayel, Dirk Gerritsen, Javier Gil-Bazo, Dudley Gilder, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Joachim Grammig, Vincent Gregoire, Ufuk Gucbilmez, Bjorn Hagstromer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xue-Zhong (Tony) He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Konrad Ilczuk, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas T. Kaeck, Gabriel Kaiser, Arze Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent Van Kervel, Saad A. Khan, Marta K. Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Jan P. Krahnen, Paul Kuhle, Amy Kwan, Quentin Lajaunie, F. Y. Eric C. Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Michael G. Mi, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt A. Odegaard, Per Ostberg, Emiliano Pagnotta, Marcus Painter, Stefan Palan, Imon J. Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Michele Pelli, Matthias Pelster, Christophe Perignon, Cameron Pfiffer, Richard Philip, Tomas Plihal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Marcel Prokopczuk, Talis Putnins, Ya Qian, Gaurav Raizada, David Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex W. Renjie, Roberto Reno, Steven J. Riddiough, Kalle Rinne, Paul Rintamaki, Ryan Riordan, Thomas Rittmannsberger, Inaki Rodriguez Longarela, Dominik Roesch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen R. Rush, Khaladdin Rzayev, Aleksandra A. Rzeznik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, Olivier Scaillet, Stefan Scharnowski, Klaus R. Schenk-Hoppe, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schuerhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman J. Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Soderlind, Elvira Sojli, Konstantin Sokolov, Jantje Sonksen, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nick Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, M. Andreea Vaduva, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel Van der Wel, Ingrid M. Werner, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Hans C. Wika, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Zhen-Xing Wu, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, Jose Yague, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Yihe Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan M. Zeisberger, Lu Zhang, S. Sarah Zhang, Xiaoyu Zhang, Lu Zhao, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu S. Zhu, Marius Zoican, Remco Zwinkels
JOURNAL OF FINANCE - 2024 -
Observation-driven filtering of time-varying parameters using moment
conditions
Drew Creal, Siem Jan Koopman, André Lucas, Marcin Zamojski
Journal of Econometrics - 2024