Events

Vertical Tabs

Types d'événements
Tuesday, January 3 2017| 2:30pm to 4:30pm

  • big data and econometrics seminar

Tuesday, January 10 2017| 2:00pm to 3:30pm

  • big data and econometrics seminar

AMSE
A flexible and tractable state-space model with application to stochastic volatility
Tuesday, March 7 2017| 2:00pm to 3:30pm

  • VC Salle A

    Centre de la Vieille-Charité - Salle A
  • big data and econometrics seminar

Aarhus University, CREATES
Testing for heteroscedasticity in jumpy and noisy high frequency data: A resampling approach
Tuesday, April 4 2017| 2:00pm to 3:30pm

  • VC Salle A

    Centre de la Vieille-Charité - Salle A
  • big data and econometrics seminar

KULeuven
Profile score adjustments for incidental parameter problems
Tuesday, May 16 2017| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • big data and econometrics seminar

University of Salerno
Modelling and forecasting volatility with adaptive and mixed frequency realized GARCH models
Tuesday, May 23 2017| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • big data and econometrics seminar

University of Pavia
Big Data in finance: some perspectives
Tuesday, June 27 2017| 2:00pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • big data and econometrics seminar

Federal Reserve Bank of St. Louis
The role of jumps in volatility spillovers in foreign exchange markets: Meteor shower and heat waves revisited
Tuesday, September 19 2017| 2:00pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • big data and econometrics seminar

Cass Business School
Whittle estimation of multivariate exponential volatility models with long memory
Tuesday, October 3 2017| 2:00pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • big data and econometrics seminar

Université Catholique de Louvain
A new approach to volatility modeling: The high-dimensional Markov model
Tuesday, December 5 2017| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • big data and econometrics seminar

Université de Lille 1
Flexible dependence modeling using convex combinations of different types of connectivity structures