Aller au contenu principal
FR
EN
|
Événements
Membres
Recherche
Départements de recherche
Publications
Documents de travail
Visiteurs
Newsletter
Rapports d'activité
Contrats
Enseignement
Master - Magistère
Programme doctoral
Candidats sur le Job market
Diffusion
Contacts
Accueil
Événements
Événements
Vertical Tabs
Appliquer
Types d'événements
Tout
grand public
soutenance de thèse
conférence
enseignement
amse seminar
AMSE lecture
big data and econometrics seminar
development and international economics seminar
ecolunch
economic philosophy seminar
economics and history seminar
Empirical & Econometric Methods Session
finance seminar
French-Japanese webinar
inter-eval
interaction seminar
job market seminar
market-markets
phd seminar
policy lecture
Tout
grand public
soutenance de thèse
conférence
enseignement
amse seminar
AMSE lecture
big data and econometrics seminar
development and international economics seminar
ecolunch
economic philosophy seminar
economics and history seminar
Empirical & Econometric Methods Session
finance seminar
French-Japanese webinar
inter-eval
interaction seminar
job market seminar
market-markets
phd seminar
policy lecture
Archives
A venir
2022
2021
2020
2019
2018
2017
Tout
A venir
2022
2021
2020
2019
2018
2017
Tout
Appliquer
Mardi 3 janvier 2017|
14:30
-
16:30
VC Salle 205
Centre de la Vieille-Charité - Salle 205
big data and econometrics seminar
Séminaire candidatures CNRS
Mardi 10 janvier 2017|
14:00
-
15:30
VC Cinéma le Miroir
Centre de la Vieille-Charité - Cinéma le Miroir
big data and econometrics seminar
Yang Lu
AMSE
A flexible and tractable state-space model with application to stochastic volatility
Mardi 7 mars 2017|
14:00
-
15:30
VC Salle A
Centre de la Vieille-Charité - Salle A
big data and econometrics seminar
Ulrich Hounyo
Aarhus University, CREATES
Testing for heteroscedasticity in jumpy and noisy high frequency data: A resampling approach
Mardi 4 avril 2017|
14:00
-
15:30
VC Salle A
Centre de la Vieille-Charité - Salle A
big data and econometrics seminar
Geert Dhaene
KULeuven
Profile score adjustments for incidental parameter problems
Mardi 16 mai 2017|
14:00
-
15:30
IBD Amphi
Îlot Bernard du Bois - Amphithéâtre
big data and econometrics seminar
Giuseppe Storti
University of Salerno
Modelling and forecasting volatility with adaptive and mixed frequency realized GARCH models
Mardi 23 mai 2017|
14:00
-
15:30
IBD Amphi
Îlot Bernard du Bois - Amphithéâtre
big data and econometrics seminar
Paola Cerchiello
University of Pavia
Big Data in finance: some perspectives
Mardi 27 juin 2017| 14:00
IBD Amphi
Îlot Bernard du Bois - Amphithéâtre
big data and econometrics seminar
Christopher J. Neely
Federal Reserve Bank of St. Louis
The role of jumps in volatility spillovers in foreign exchange markets: Meteor shower and heat waves revisited
Mardi 19 septembre 2017| 14:00
IBD Amphi
Îlot Bernard du Bois - Amphithéâtre
big data and econometrics seminar
Malvina Marchese
Cass Business School
Whittle estimation of multivariate exponential volatility models with long memory
Mardi 3 octobre 2017| 14:00
IBD Amphi
Îlot Bernard du Bois - Amphithéâtre
big data and econometrics seminar
Luc Bauwens
Université Catholique de Louvain
A new approach to volatility modeling: The high-dimensional Markov model
Mardi 5 décembre 2017|
14:00
-
15:30
IBD Amphi
Îlot Bernard du Bois - Amphithéâtre
big data and econometrics seminar
Nicolas Debarsy
Université de Lille 1
Flexible dependence modeling using convex combinations of different types of connectivity structures