10:00 am
Amedeo ANDRIOLLO (Université Paris-Dauphine PSL) “Causality versus Serial Correlation: an Asymmetric Portmanteau Test”
Finance-Insurance Time: 10.00 am Date:11th of December 2025 Room 3001 Amedeo ANDRIOLLO (Université Paris-Dauphine PSL) "Causality versus Serial Correlation: an Asymmetric Portmanteau Test" Abstract : I study the problem of testing for noncausality in mean (one-sided conditional mean independence) between two multivariate time series within the class of testing procedures based on serial cross-correlation. Existing […]
Find out more »11:00 am
Pierluigi VALLARINO (Universita della Svizzera Italiana, Lugano Switzerland) “A General randomized test for alpha”
Finance-Insurance Time: 11.00 am Date:11th of December 2025 Room 3001 Pierluigi VALLARINO (Universita della Svizzera Italiana, Lugano Switzerland) "A General randomized test for alpha" Abstract : We propose a methodology to construct tests for the null hypothesis that the pricing errors of a panel of asset returns are jointly equal to zero in a linear […]
Find out more »2:00 pm
Mads MEIER JÆGER (University of Copenhagen) – “Breadth, Depth, or Consecration? Omnivorousness Tastes in Music and Perceptions of Status and Competence”
Sociology Seminar Time: :14:00 pm - 15:30 pm Date: 11th of december Room : 3049 Mads MEIER JÆGER (University of Copenhagen) - " Breadth, Depth, or Consecration? Omnivorousness Tastes in Music and Perceptions of Status and Competence" Abstract : "This study examines whether omnivorous music tastes—broad preferences spanning multiple genres—create more favorable perceptions […]
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