Séminaire "Le Thé des Jeunes Economètres"
Archives
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Wednesday 01 May 2019
Gilles de Truchis, Elena Dumitrescu and Florent Dubois
- Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems
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Friday 01 March 2019
P. Ketz
- Testing Overidentifying Restrictions with a Restricted Parameter Space
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Tuesday 01 January 2019
O. Couperier, J. Leymarie
- Backtesting Expected Shortfall via Multi-Quantile Regression
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Saturday 01 December 2018
V. Dovonou, W. Le Iann, R. Sessinou et A. Thomas
- Présentation jointe des thématiques de recherche des nouveaux membres
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Wednesday 07 November 2018
évenement ouvert co-organisé avec V. Mignon
- Journée d'économétrie (2018)
[lien]
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Monday 01 October 2018
D. Banulescu-Radu, G. de Truchis
- Long memory and power law in coherency between realized volatility and trading volume
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Saturday 01 September 2018
évenement ouvert organisé par D. Banulescu, G. de Truchis, E. Dumitrescu
- Econometric Theory and Time Series Analysis workshop
[lien]
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Thursday 01 March 2018
C. Gouriéroux, Y. Lu
- Negative Binomial Autoregressive Process
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Thursday 01 February 2018
S. Fries
- Predictive distribution of anticipative alpha-stable markov processes
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Friday 01 December 2017
G. de Truchis, B. Desgraupes, E. Dumitrescu
- Long memory in continuous time fractional stochastic financial models for volatility
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Wednesday 08 November 2017
évenement ouvert co-organisé avec V. Mignon
- Journée d'économétrie (2017)
[lien]
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Sunday 01 October 2017
C. Goulet
- Intra-industry volatility spillovers around Earning Announcements
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