Events & Seminars


SeminarsEventsPast Seminars and Events

There are no upcoming events at this time. 

View All Events

SeminarsEventsPast Seminars and Events

 

There are no upcoming events at this time. 

View All Events 

SeminarsEventsPast Seminars and Events
  • November 9, 12:00 pm - 1:15 pm

    Anna BARBUSCIA ( Oxford University) – “TBA”

    The Sociology Seminar: Thursdays, from 12:00 to 1:15 pm Time: 12:00 am – 1:15 pm Date: 9th of november 2017 Place: Room 3105, ENSAE. BARBUSCIA Anna (Oxford University)  – “TBA”     Abstract : Organizers : Marine HADDAD, Nicolas ROBETTE, Sander WAGNER (Laboratoire de sociologie quantitative – CREST) Sponsors : CREST

 

There are no upcoming events at this time. 

View All Events 

SeminarsEventsPast Seminars and Events
  • October 26, 11:00 am - 12:00 pm

    Enrique SENTANA (Cemfi) – “Specification Tests for non-Gaussian Maximum Likelihood Estimators”

    FINANCIAL ECONOMETRICS SEMINAR Time: 11:00 pm – 12:00 pm Date: 26th of October 2017 Place: Room 3049. Enrique SENTANA (CEMFI) – “Specification Tests for non-Gaussian Maximum Likelihood Estimators”. Abstract: We propose generalised DWH specification tests which simultaneously compare three or more likelihood-based estimators of conditional mean and variance parameters in multivariate conditionally heteroskedastic dynamic regression models. Our

  • November 16, 4:15 pm - 5:15 pm

    Francisco BLASQUES (VU University Amsterdam Tinbergen Institute) – “Transformed Polynomials for Semi-Nonparametric Conditional Volatility Models”

    FINANCIAL ECONOMETRICS SEMINAR Time: 16:15 pm – 17:15 pm Date: 16th of Novembre 2017 Place: Room 3001. Francisco BLASQUES (VU University Amsterdam Tinbergen Institute) – “Transformed Polynomials for Semi-Nonparametric Conditional Volatility Models”. Abstract: This paper proposes a new flexible semi-nonparametric model for filtering unobserved time-varying conditional volatilities. We update the conditional volatilities using a class

  • November 16, 5:30 pm - 6:30 pm

    Elise GOURIER (Queen Mary University of London) – “TBA”

    FINANCIAL ECONOMETRICS SEMINAR Time: 17:30 pm – 18:30 pm Date: 16th of Novembre 2017 Place: Room 3001. Elise GOURIER (Queen Mary University of London) – “TBA”.   Organizers: Jean-Michel ZAKOIAN (CREST ) Sponsors: CREST and ILB Location: Address : ENSAE ParisTech 5, avenue Henry Le Chatelier 91120 Palaiseau How to come?  

 

There are no upcoming events at this time. 

View All Events 

For information concerning ENSAI’s events and/or Seminars, please visit the following page:
http://www.ensai.fr/crest-ensai/seminaires.html