10:30 am
Davide LA VECCHIA (Geneve University) “STATISTICAL ANALYSIS OF NETWORK DATA: LEARNING FROM SMALL SAMPLES (WITH A COUPLE OF DETOURS)”
The Financial Econometrics Seminar: Time: 10:30 pm Date: 30th of June 2022 Room 3001 Davide LA VECCHIA (Geneve University) "STATISTICAL ANALYSIS OF NETWORK DATA: LEARNING FROM SMALL SAMPLES (WITH A COUPLE OF DETOURS)" Abstract :The talk introduces new higher-order asymptotic techniques for the Gaussian maximum likelihood estimator in a spatial panel data model, with xed […]
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HAMDI Raissi (PUCV, Chile) “DIAGNOSTIC TESTS FOR STOCKS WITH TIME-VARYING ZERO RETURNS PROBABILITY”
The Financial Econometrics Seminar: Time: 11:30 pm Date: 9th of June 2022 Room 3001 HAMDI Raissi (PUCV, Chile) "DIAGNOSTIC TESTS FOR STOCKS WITH TIME-VARYING ZERO RETURNS PROBABILITY" Abstract : The first and second order serial correlations of illiquid stock's price changes are studied, allowing for unconditional heteroscedasticity and time-varying zero returns probability. Depending on the […]
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