Events

Tuesday, May 16 2017| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

University of Salerno
Modelling and forecasting volatility with adaptive and mixed frequency realized GARCH models
Tuesday, May 23 2017| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

University of Pavia
Big Data in finance: some perspectives
Tuesday, June 27 2017| 2:00pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

Federal Reserve Bank of St. Louis
The role of jumps in volatility spillovers in foreign exchange markets: Meteor shower and heat waves revisited
Tuesday, September 19 2017| 2:00pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

Cass Business School
Whittle estimation of multivariate exponential volatility models with long memory
Tuesday, October 3 2017| 2:00pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

Université Catholique de Louvain
A new approach to volatility modeling: The high-dimensional Markov model
Tuesday, December 5 2017| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

Université de Lille 1
Flexible dependence modeling using convex combinations of different types of connectivity structures
Tuesday, February 6 2018| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

EconomiX
Testing for extreme volatility transmission with realized volatility measures
Tuesday, March 20 2018| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

École d'économie de Paris, PSE
Generalized Pareto curves: Theory and applications
Tuesday, April 17 2018| 2:00pm to 3:30pm

  • IBD Amphi

    Îlot Bernard du Bois - Amphithéâtre
  • Thematic seminars
  • big data and econometrics seminar

Université Catholique de Louvain
Testing for bubbles in cryptocurrencies with time-varying volatility
Tuesday, November 20 2018| 2:30pm

  • Thematic seminars
  • big data and econometrics seminar

École polytechnique, CMAP
Machine learning et big data en santé : un partenariat avec la Caisse Nationale d’Assurance Maladie