7 Events

• Wed

  Wednesday

  October 22

  2025

  Seminar | Rotterdam | 12:00 - 13:00

  Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels

  Patrick Gagliardini (University of Lugano, Switzerland)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  October 23 - 24

  2025

  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)

• Thu

  Thursday

  November 06

  2025

  Seminar | Rotterdam | 12:00 - 13:00

  In-Sample Calibration Yields Conformal Calibration Guarantees

  Johanna Ziegel (ETH Zurich, Switzerland)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  November 13

  2025

  Seminar | Rotterdam | 12:00 - 13:00

  Shapley Instruments

  Giovanni Mellace (University of Southern Denmark)

  • Erasmus Econometric Institute Series
• Mon

  Monday

  November 17 - 18

  2025

  Workshop | Rotterdam | 09:00 - 17:00

  4th International Econometrics PhD Conference

  PhD students

• Thu

  Thursday

  November 20

  2025

  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
• Thu

  Thursday

  December 04

  2025

  Seminar | Rotterdam | 12:00 - 13:00

  Pricing ultra-short-term volatility surfaces

  Federico Bandi (Johns Hopkins University, United States)

  • Erasmus Econometric Institute Series