Eonometrics Seminar: Liudas Giraitis, Queen Mary University of London

Title: Estimation of time varying covariance matrices for large datasets

2017.06.27 | Bodil Westermann Krog

Date Thu 07 Dec
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Speaker: Liudas Giraitis, Queen Mary University of London

Title: Estimation of time varying covariance matrices for large datasets (joint with Y. Dendramis and G. Kapetanios)

Area of Research: Time-series Econometrics

Organizers: Paolo Santucci de Magistris and Agatha Murgoci

Econometrics Seminar Series