Name: Weifeng JIN (Univ. of Barcelona ) “Estimation of Time Series Models Using the Empirical Distribution of Residuals”
Start: 2023-12-07T11:30:00+02:00
End: 2023-12-07T12:30:00+02:00

Louis PAPE
CREST Postdoctoral Fellow
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CREST - Ecole Polytechnique
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Nicola GENNAIOLI (Bocconi University) – “Cognitive Economics”

ENSAI Economics Days

Massimiliano CAPORIN (Univ. Padova) “Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach”

Weifeng JIN (Univ. of Barcelona ) “Estimation of Time Series Models Using the Empirical Distribution of Residuals”

Louis PAPE

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Nicola GENNAIOLI (Bocconi University) – “Cognitive Economics”

ENSAI Economics Days

Massimiliano CAPORIN (Univ. Padova) “Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach”

Weifeng JIN (Univ. of Barcelona ) “Estimation of Time Series Models Using the Empirical Distribution of Residuals”

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