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Department of Economics and Business Economics

CREATES

Event archive

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

Thursday 9 February 2012, at 14:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Bias Reduction under Dependence, in a Nonlinear and Dynamic Panel Setting: the Case of GARCH Panels

Wednesday 8 February 2012, at 11:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM

Friday 27 January 2012, at 13:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models

Thursday 26 January 2012, at 15:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: A Nonparametric Test for Stationarity in Continuous-Time Markov Processes

Thursday 19 January 2012, at 14:15 Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

Title: Forecasting economic growth based on collapsed dynamic factor models

Revised 14.09.2022

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Solveig Nygaard Sørensen