10:30 am
Massimiliano CAPORIN (Univ. Padova) “Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach”
Finance & Financial Econometrics : Time: 10.30 am Date: 07th of December 2023 Room 3001 Massimiliano CAPORIN (Univ. Padova) "Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach" Abstract : We address the construction of Realized Variance (RV) forecasts by exploiting the hierarchical structure implicit in available decompositions of RV. We propose a […]
Find out more »11:30 am
Weifeng JIN (Univ. of Barcelona ) “Estimation of Time Series Models Using the Empirical Distribution of Residuals”
Finance & Financial Econometrics : Time: 11.30 am Date: 07th of December 2023 Room 3001 Weifeng JIN (Univ. of Barcelona ) "Estimation of Time Series Models Using the Empirical Distribution of Residuals" Abstract : Nonfundamental representations of univariate processes have been applied in the fields of Macroeconomics and Finance to describe nonlinear dynamics resulting from […]
Find out more »12:00 pm
Loïc Wacquant – In Praise of “Thick Construction” in Ethnography
Sociology seminar - Thursdays Time: 12:00 pm - 1:30 pm Date: 7th December 2023 Place: room 3105 ZOOM : https://zoom.us/j/98771927131?pwd=NHorM3ZNWWlkd0cxMjlqMEhoTStoZz09 Loïc Wacquant - In Praise of "Thick Construction" in Ethnography Abstract: What are the specific virtues and perennial dangers of ethnography as an "embedded and embodied" modality of social inquiry and analysis. I recapitulate […]
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