Événements

Vertical Tabs

Types d'événements
Mardi 3 janvier 2017| 14:30 - 16:30

VC Salle 205

Centre de la Vieille-Charité - Salle 205
  • big data and econometrics seminar

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

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

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

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

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

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

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

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

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

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