Econometrics Lunch Seminars

Title: Multivariate Stochastic Volatility Model with a General Leverage Specification

Title: Evidence on the Climate-Growth Relationship

Title: A state-space approach to breakpoint detection

Title: Forecasting High-Dimensional Realised Covariances via Machine Learning

Title: Financial Forecasting for Mean-Variance Investors

Title: TBA

Mondays at 12:00-13:00

Department of Economics and Business Economics
Universitetsbyen
Building 1816, room 613

Professor

M mon@econ.au.dk
H 1816, 346

Associate Professor

M miso@econ.au.dk
H 1816, 348
P +4587152731

Revised 17.03.2026

Department of Economics and Business Economics