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Types d'événements
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grand public
soutenance de thèse
conférence/workshop
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
macro and labor economics seminar
market-markets
phd seminar
policy lecture
Mardi 3 janvier 2017| 14:30 - 16:30

  • big data and econometrics seminar

Séminaire candidatures CNRS

Mardi 10 janvier 2017| 14:00 - 15:30

  • 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