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Événements

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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
inter-eval
interaction seminar
job market 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