Name: Giovanni COMPIANI (University of Chicago Booth School of Business) – “TBA”
Start: 2021-09-14T12:30:00+02:00
End: 2021-09-14T13:45:00+02:00

CREST Working Papers Series No. 2021-06

by Andrea Fronzetti Colladon, Stefano Grassi, Francesco Ravazollo and Francesco Violante

Working Papers

Stephane VERANI (…), “t.b.a”

Juan Carlos SUAREZ SERRATO (Duke University) – “TBA”

Aurélien EYQUEM (University of Lyon 2), “t.b.a”

Giovanni COMPIANI (University of Chicago Booth School of Business) – “TBA”

Finance

Forecasting Financial Markets with Semantic Network Analysis in the COVID—19 Crisis

Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas

Uncertainty on the Reproduction Ratio in the SIR Model

Conditional asymmetry in ARCH(8) models

Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus

Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion

On the construction of confidence intervals for ratios of expectations

Noncausal Affine Processes with Applications to Derivative Pricing

The finite sample properties of Sparse M-estimators with Pseudo-Observations

Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations

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