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Department of Economics and Business Economics

CREATES

Event archive

Thursday 8 March 2012, at 14:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Impulse Response Function Inference from Strongly Persistent Processes

Thursday 8 March 2012, at 13:15 Koll. D (1531-211)

Title: Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models

Tuesday 6 March 2012, at 12:00 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Instability of uncovered interest parity with time varying parameters

Thursday 1 March 2012, at 14:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Volatility jumps and their economic determinants

Tuesday 28 February 2012, at 12:00 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: FIEGARCH-M

Monday 27 February 2012, at 12:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

For PhD students and supervisors

Friday 24 February 2012, at 12:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

For professors, associate and assistant professors and postdocs

Thursday 23 February 2012, at 14:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Volatility, Correlation and Tails for Systemic Risk Measurement

Tuesday 21 February 2012, at 12:00 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Modelling Changes in the Unconditional Variance of Long Stock Return Series

Monday 13 February 2012, at 13:00 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Bootstrapping pre-averaged realized volatility under market microstructure noise

Revised 17.05.2023

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Solveig Nygaard Sørensen