- AprFinance, Financial Econometrics, Seminars>
04Andre LUCAS (VU Amsterdam) “Consistency, distributional convergence, and optimality of score-driven filters
10:00 AM - 11:00 PM - AprFinance, Financial Econometrics, Seminars>
04Leopoldo CATANIA (Aarhus University) ” A new way to Regime Switching Autoregressions
11:00 AM - 12:00 PM - AprFinance, Quantitative Sustainable Economics and Finance, Seminars>
25Julien Thavard (Université de Lorraine) “Climate change and Banking stability: evidence for Latin America through Strong ENSO”
10:30 AM - 11:30 AM - AprFinance, Quantitative Sustainable Economics and Finance, Seminars>
25Frederick VAN DER PLOEG (University of Oxford) “Pricing in transition and physical risks: challenges for climate policy “
11:30 AM - 12:30 PM - MayFinance, Financial Econometrics, Seminars>
16Jose OLMO (Univ. of Zarragoza and Univ. of Southampton.) “MEASURING AND TESTING SYSTEMIC RISK FROM THE CROSS-SECTION OF STOCK RETURNS”
10:00 AM - 11:00 AM - MayFinance, Financial Econometrics, Seminars>
16Stefan VOIGT (Univ. of Copenhagen) “MARKET RESPONSES TO A VIX IMPULSE”
11:00 AM - 12:00 PM - MayFinance, Financial Econometrics, Seminars>
23Susana CAMPOS-MARTIN (Oxford University) “t.b.a.”
10:00 AM - 11:00 PM - MayFinance, Financial Econometrics, Seminars>
23Siem Jan KOOPMAN (VU Amsterdam) “t.b.a.”
11:00 AM - 12:00 PM - JunConferences and Workshops, Finance>
12Cyber Risk and Insurance France-Berkeley Conference
12:00 AM - 11:59 PM