Seminar
| Rotterdam | 00:00
Realized Factor GARCH
Peter Hansen (European University Institute, Italy)
- Seminars Econometric Institute
251 Events
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Seminar | Rotterdam | 00:00
Low-Frequency Asset Pricing Dynamics
Federico Bandi (Johns Hopkins University, United States)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Local Trends in Price-to-Dividend Ratios – Assessment, Predictive Value and Determinants
Fang Xu (University of Reading, United Kingdom)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data
Charles Bos (VU University Amsterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Optimal Long-Term Allocation with Pension Fund Liabilities
Michael Rockinger (University of Lausanne, Switzerland)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Controlled Shrinkage and Variable Selection
Tom Boot (Erasmus School of Economics, Erasmus University Rotterdam)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Identification and Estimation of Dynamic Games when Players’ Beliefs are not in Equilibrium
Marcelo Medeiros (Pontificia Universidade Catolica, Brazil)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Long-term Mean Credit Spread Curves
Erik Hennink (Ortec, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Weighted-Average Least Squares
Jan Magnus (VU University Amsterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Leontief Model: How to make the Economics Productive
Vladimir Yu. Protassov (Moskow State University, Russia)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Statistics of Heteroskedastic Extremes
Chen Zhou (Erasmus University Rotterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Survey of the Theory of Extremal Problems
Vladimir Tikhomirov (Moscow State University, Russia)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
The Intrafirm Complexity of systemically Important Financial Institutions
Robin Lumsdaine (American University, Washington DC, United States)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
Xu Cheng (University of Pennsylvania, United States)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
ls a Normal Copula the Right Copula?
Dante Amengual (Universidad Internacional Menéndez Pelayo, Spain)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
A New Regression-Based Tail Index Estimator
Paulo Rodrigues (Bank of Portugal, Portugal)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables
Roman Liesenfeld (Universität Köln, Germany)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Outlier Detection Algorithms for Least Squares Time Series
Bent Nielsen (University of Oxford, United Kingdom)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Trends in Distributional Characteristics: Existence of Global Warming
Jesus Gonzalo Muñoz (Universidad Carlos III de Madrid, Spain)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
A Flexible Framework for Regularized Low-rank Matrix Estimation
Julie Josse (Agrocampus Ouest, Rennes, France)
- Seminars Econometric Institute