19–21 mai 2011
Toulouse, France
Événement précédent
Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Événement suivant
Financial Econometrics Conference, Toulouse, France, 11–12 mai 2012.
Plus d’informations à venir
Liste des communications
Torben G. Andersen (Northwestern University), « Integrated Quarticity Estimation: Theory and Practical Implementation », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Tim Bollerslev (Duke University), « Tails, Fears and Risk Premia », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Jean-Marie Dufour (McGill University), « Wald-type tests when rank conditions fail: a smooth regularization approach », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Robert Engle (New York University), « Volatility, Correlation and Tails for Systemic Risk Measurement », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Ronald Gallant (Duke University and New York University), « Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
René Garcia (EDHEC Business School), « A Long-Horizon Perspective on the Cross-Section of Expected Returns », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
John Geweke (University of Technology Sydney), « Improving Asset Price Prediction when All Models are False », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Eric Ghysels (University of North Carolina), « Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Silvia Goncalves (Université de Montréal), « Bootstrapping factor-augmented regression models », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Frederic Mishkin (Columbia University), « Monetary Policy Strategy: Lessons from the Crisis », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Joon Park (Indiana University), « Martingale Regressions for Conditional Mean Models in Continuous Time », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Eric Renault (University of North Carolina), « Generalized Method of Moments with Tail Trimming », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Enrique Sentana (CEMFI, Madrid), « Duality in Mean-Variance Frontiers with Conditioning Information », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Neil Shephard (University of Oxford), « Multivariate High-Frequency-Based Volatility (HEAVY) Models », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
George Tauchen (Duke University), « Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Anne Vanhems (Toulouse Business School and Toulouse School of Economics), « Probabilistic Characterizationof Directional Distances and their Robust versions », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.