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
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Seminar | Rotterdam | 00:00
First-Passage-Time in Discrete Time
Marcin Jaskowski (Erasmus University Rotterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
Christine Baumans (Bank of Canada, Canada)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Financial Crises and the State of the Real Economy: An Extreme Value Approach
Stefan Straetmans (Maastricht University, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Trading Fast and Slow: Colocation and Liquidity
Bjorn Hagstromer (Stockholm University, Sweden)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Information Rigidities and the News-adjusted Output Gap
Anthony Garratt (The University of Warwick, United Kingdom)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Estimating Structural Parameters in Regression Models with Adaptive Learning
Michael Massmann (VU University Amsterdam, the Netherlands)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
Andrea Carriero (Queen Mary University, London, United Kingdom)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Bank Credit Risk Networks: Evidence from the Eurozone Crisis
Christian Brownlees (Pompeu Fabra, Spain)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
How do Short-sale Costs affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands
Tse-Chun Lin (Hong Kong University, PR of China)
- Seminars Econometric Institute
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Seminar | Rotterdam | 00:00
Modelling Uncertainty: Theory and Applications
Professors Didier Dubois; Trevor Martin; João M.C. Sousa; Peter Wakker; and Herman K. van Dijk
- Seminars Econometric Institute