4 Events

• 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
• 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