Seminar
| Amsterdam | 12:30 - 13:30
An Anatomy of Asset Returns
Roberto Renò (ESSEC Business School, France)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
Reviving Pseudo-Inverses for Large Dimensional Portfolio Selection
Nestor Parolya (TU Delft)
- Erasmus Econometric Institute Series
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PhD Defense | Amsterdam | 10:00 - 12:00
Local Divergences with Time Series Applications
Ramon de Punder
- PhD Defense
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Seminar | Rotterdam | 12:00 - 13:00
Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering
Matteo Barigozzi (University of Bologna, Italy)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
The impact of central bank backstops on sovereign risk premia: Evidence from the ECB's Transmission Protection Instrument
Bernd Schwaab (European Central Bank, Germany)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
Advancing Time Window Assignment and Vehicle Routing in Last-Mile Logistics
Şifa Çelik (Eindhoven University of Technology)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
Multivariate AutoRegressive Smooth Liquidity
Oliver Linton (University of Cambridge, United Kingdom)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
Pricing ultra-short-term volatility surfaces
Federico Bandi (Johns Hopkins University, United States)
- Erasmus Econometric Institute Series
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Seminar | Amsterdam | 12:30 - 13:30
An Adversarial Approach to Identification and Inference
Chris Muris (McMaster University, Canada)
- Econometrics Seminars and Workshop Series
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PhD Defense | Amsterdam | 13:45 - 16:00
Modeling Explosive Dynamics in Time Series: Theory and Applications
Gabriele Mingoli
- PhD Defense
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Seminar | Amsterdam | 12:30 - 13:30
Shapley Instruments
Giovanni Mellace (University of Southern Denmark)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
- Erasmus Econometric Institute Series
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Workshop | Rotterdam | 10:00 - 17:00
4th International Econometrics PhD Conference
Marvin Borsch (University of Cologne), Ertian Chen (University College London), Jing Kong (University of Southern California), Kieran Marray (Vrije Universiteit Amsterdam), Gyungbae Park (Brown University), Bernhard van der Sluis (Erasmus University Rotterdam) et al.
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Seminar | Rotterdam | 12:00 - 13:00
Shapley Instruments
Giovanni Mellace (University of Southern Denmark)
- Erasmus Econometric Institute Series
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Seminar | Amsterdam | 12:00 - 13:30
Ponomarev: Identification and Optimal Reserve Price Prices in Ascending Auctions, with an Application to Art and Sarpietro: Fixed Effects in the Tails
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
- Econometrics Seminars and Workshop Series
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Seminar | Rotterdam | 12:00 - 13:00
In-Sample Calibration Yields Conformal Calibration Guarantees
Johanna Ziegel (ETH Zurich, Switzerland)
- Erasmus Econometric Institute Series
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Seminar | Amsterdam | 12:30 - 13:30
High-Dimensional Mean–Variance Optimization with Nuclear Hedging Portfolios
Rasmus Lönn (Erasmus University Rotterdam)
- Econometrics Seminars and Workshop Series
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Seminar | Amsterdam | 12:30 - 13:30
So Many Jumps, So Little News
Yacine Aït-Sahalia (Princeton University, United States)
- Econometrics Seminars and Workshop Series
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Workshop | 09:00 - 18:00
De Nederlandse Economendag (NED)
Keynote: Stefanie Stantcheva (Harvard University, United States)
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Conference | Rotterdam | 09:00 - 18:00
Financial Econometrics Meets Machine Learning (FinEML) Conference 2025
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)