Événements

Mardi 13 mars 2018| 14:30

Ca' Foscari University of Venice

Efficient binomial methods for the evaluation of options with cash dividends

Mardi 10 avril 2018| 14:30

University of Neuchatel, Laval University

Forecasting risk with Markov–switching GARCH models: A large–scale performance study

Mardi 22 mai 2018| 14:30

Keele University

Forecasting the volatility of the Australian dollar using high frequency data: Does estimator accuracy improve forecast evaluation?

Mardi 9 octobre 2018| 14:30

University of Lausanne, Swiss Finance Institute

Stressed banks

Mardi 27 novembre 2018| 14:30

Essex University

Finance-inequality nexus: The long and the short of it

Mardi 18 décembre 2018| 14:00

National Research University Higher School of Economics

High-yield insured deposits and financial stability

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