Unité mixte de recherche 7235

Econometric Theory and Time Series Analysis Workshop

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Econometric Theory and Time Series Analysis Workshop

 

mercredi 19 septembre 2018

 

Hotel de Lauzun (17 quai d’Anjou, 75004 Paris)

 

Organisation

 

Denisa Banulescu (Université d’Oréans, LEO), Gilles de Truchis et Elena Dumitrescu (Université Paris Nanterre, EconomiX)

 

Programme pdf

 

08h45 – 09h15 Welcome and Registration  
09h15 – 09h20 Welcome Talk  
09h20 – 10h40 Time Series Analysis 1  
P. Soulier To be announced University of Paris Nanterre
M. Rosenbaum No-arbitrage implies power-law market impact and rough volatility Ecole Polytechnique
10h40 – 11h10 Coffee Break  
11h10 – 12h30 Econometric Theory 1  
J. Rombouts Relevant parameter changes in structural break models ESSEC Business School
C. Francq Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas CREST & University of Lille
12h40 – 14h00 Lunch  
14h00 – 15h20 Time Series Analysis 2  
J. Jacod A New Approach for High-frequency Statistics Based on Empirical Characteristis Functions University Pierre-et-Marie-Curie
P. Bertail Extreme values statistics for Markov Chains with applications to Finance and Insurance University of Paris Nanterre
15h20 – 15h50 Coffee Break  
15h50 – 17h10 Econometric Theory 2  
J-M. Zakoian Noncausal heavy-tailed autoregressive process and the modeling of bubbles CREST & University of Lille
G. Chevillon Exuberance: Sentiments Driven Buoyancy ESSEC Business School
17h10 – 17h30 End  

  

 

 

AGENDA

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Stefania Marcassa (CY Cergy)

En salle 614 et en distanciel

Migration, Social Change, and the Early Decline in U.S. Fertility

mardi 4 avril 2023

Recherche et Economie et Socioéconomie Politique, des Institutions et des Régulations (RESPIR)

Franck Bessis (Triangle et Université Lyon 2)

Une ethnographie de l’expertise économique d’Etat

mardi 4 avril 2023

Développement Durable Environnement et Energie (DDEE)

Etienne Lorang (Tilburg University)

Salle 614B de 16h00 – 17h00)

A CGE Integrating Material Stocks and Flows

jeudi 6 avril 2023

Lunch

Axel Gautier (Université de Liège)

The energy community and the grid

mardi 11 avril 2023

Recherche et Economie et Socioéconomie Politique, des Institutions et des Régulations (RESPIR)

Fabrice Dannequin (Université de Reims champagne Ardenne & laboratoire REGARDS)

L’Etat et le capitalisme chez Schumpeter. Un parasite utile ?

jeudi 13 avril 2023

Groupe de travail Economie Comportementale

Claire Mollier

Salle 301-302

Gender, competitiveness, and reaction to defeat

jeudi 13 avril 2023

Doctorants

Pascal Yebarth

Salle G110, 12h-13h

Taxing Market Power in Strategic Bilateral Trade with Quasi-Linear Preferences

vendredi 14 avril 2023

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