12 Events

• Tue

  Tuesday

  October 28

  2025

  Seminar | Amsterdam | 12:30 - 13:30

  So Many Jumps, So Little News

  Yacine Aït-Sahalia (Princeton University, United States)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  October 31

  2025

  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
• 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
• Fri

  Friday

  November 07

  2025

  Seminar | Amsterdam | 12:30 - 14:00

  Title to be announced

  Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)

  • Econometrics Seminars and Workshop 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
• Fri

  Friday

  November 21

  2025

  Seminar | Amsterdam | 12:30 - 13:30

  Title to be announced

  Giovanni Mellace (University of Southern Denmark)

  • Econometrics Seminars and Workshop Series
• Fri

  Friday

  November 28

  2025

  Seminar | Amsterdam | 12:30 - 13:30

  Title to be announced

  Chris Muris (McMaster University, Canada)

  • Econometrics Seminars and Workshop 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
• Wed

  Wednesday

  April 08 - 10

  2026

  Workshop | Amsterdam | 09:00 - 17:00

  Econometric Game

• Wed

  Wednesday

  May 27 - 28

  2026

  Tinbergen Institute Lectures | Rotterdam | 09:00 - 17:00

  Advances in Spatial Economics

  Alberto Abadie (Massachusetts Institute of Technology, United States)

  • Econometrics Lecture Series