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Events for June 2022 › Financial Econometrics

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Calendar of Events

Calendar of Events
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Sullivan HUE (Marseille University) “GAM(L)A: AN ECONOMETRIC MODEL FOR INTERPRETABLE MACHINE LEARNING”

Arnaud DUFAYS (EDHEC) “FACTOR DYNAMICS, RISK PREMIA, AND HIGHER MOMENTS IN MULTI-FACTOR OPTION PRICING MODELS”

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Davide LA VECCHIA (Geneve University) “STATISTICAL ANALYSIS OF NETWORK DATA: LEARNING FROM SMALL SAMPLES (WITH A COUPLE OF DETOURS)”

HAMDI Raissi (PUCV, Chile) “DIAGNOSTIC TESTS FOR STOCKS WITH TIME-VARYING ZERO RETURNS PROBABILITY”

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