Research output per year
Research output per year
Personal profile
Personal information
Justus Holman started as a PhD Candidate in the department of Finance at the Vrije Universiteit Amsterdam in October 2023. Under supervision of dr. Anne Opschoor and prof. dr. André Lucas, his research is mainly focused on the field of Financial Econometrics. Before starting as a PhD Candidate, he obtained the BSc. Econometrics & Data Science at VU Amsterdam, and the MPhil. Business Data Science at Tinbergen Institute.
Research
Research interests: Financial Econometrics, Time Series Models, Asset Pricing, Risk Management.
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Academic qualification
Econometrics, Data Science, Master, MPhil. Business Data Science, Tinbergen Institute
1 Sept 2021 → 31 Aug 2023
Award Date: 31 Aug 2023
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Research output
- 1 Working paper
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Joint Eigenvector and Eigenvalue Dynamics with an Application to Time-Varying Covariance Matrices
Holman, J., Lin, Y., Lucas, A. & Opschoor, A., 2026, Tinbergen Institute.Research output: Working paper / Preprint › Working paper › Academic
Projects
- 1 Active
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NWO-VIDI Grant for: Heterogeneity in extreme risks in high dimensions
Opschoor, A. (Principal Investigator), Thijssen, S. (Project Researcher), Peerlings, D. (Project Researcher), Holman, J. (Project Researcher) & Schick, M. (Project Researcher)
1/01/22 → 31/12/26
Project: Research