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Events for May 2023 › Financial Econometrics

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Calendar of Events

Calendar of Events
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Dick VAN DIJK (Erasmus University Rotterdam) “Robust Observation-Driven Models Using Proximal-Parameter Updates”

Pierluigi VALLARINO (Aarhus University) “Time-Varying Kernel Densities as Dynamic Infinite Mixture Models”

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Giuseppe Cavaliere (University of Bologna)”The Econometrics of Financial Duration Modeling”

Alessandra LUATI (University of Bologna) “On the optimality of score driven models”

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