Recherche avancée

Sollenn Poullenec

12 septembre 2009

Taoufik Bouezmarni et Sébastien Van Bellegem

n° 09-082, 11 septembre 2009

The paper introduces a new nonparametric estimator of the spectral density that is given in smoothing the periodogram by the probability density of Beta random variable (Beta kernel). The estimator is proved to be bounded for short memory data, and diverges at the origin for long memory data. The...

Steffen Andersen (Copenhagen Business School)

Toulouse, France, 10–11 septembre 2009

Jeffrey V. Butler (Einaudi Institute for Economics and Finance)

Toulouse, France, 10–11 septembre 2009

James C. Cox (Georgia State University)

Toulouse, France, 10–11 septembre 2009

Michael Fishman (Kellogs school of managemnet, Northwestern)

Toulouse, France, 10–11 septembre 2009

Yuliy Sannikov (Princeton University)

Toulouse, France, 10–11 septembre 2009

Frank Riedel (University of Bielefeld)

Toulouse, France, 10–11 septembre 2009

Christopher Harris (Cambridge Business School)

Toulouse, France, 10–11 septembre 2009

Paul Seabright

8 septembre 2009