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Institute of Economics

4 events found.

Econometrics Seminar

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Econometrics Seminar

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October 2025

Mon 13

13 October, 2025, 12:45 am - 2:00 pm

Partitioned Wild Bootstrap for Panel Data Quantile Regression (joint work with Antonio Galvao and Tom Parker)

15.1.39

Carlos Lamarche (University of Kentucky) "Partitioned Wild Bootstrap for Panel Data Quantile Regression (joint work with Antonio Galvao and Tom Parker)" Face-to-face Seminar - Room 15.1.39

September 2026

Wed 9

September 9, 12:45 am - 2:00 pm

Realized autoregressive conditional betas by Mariia Artemova, Christian Francq and Sébastien Laurent

15.1.39

Christian Francq (ENSAE) "Realized autoregressive conditional betas by Mariia Artemova, Christian Francq and Sébastien Laurent" We propose a new model called RACB (Realized Autoregressive Conditional Beta) to model the […]

Wed 23

September 23, 12:45 am - 2:00 pm

TBA

15.1.39

Timo Dimitriadis (University Frankfurt) "TBA" Face to face 15.2.71 - Room 15.1.39

Wed 30

September 30, 12:45 pm - 2:00 pm

Tail Index Regression for Extremal Dependence” (joint work with Paulo M. M. Rodrigues from Banco de Portugal and NOVA School of Business and Economics)

15.1.39

Yannick Hoga (Universität Duisburg-Essen) "Tail Index Regression for Extremal Dependence" (joint work with Paulo M. M. Rodrigues from Banco de Portugal and NOVA School of Business and Economics)" Face to Face […]

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Econometrics Seminar

Events Search and Views Navigation

Event Views Navigation

Events

October 2025

Partitioned Wild Bootstrap for Panel Data Quantile Regression (joint work with Antonio Galvao and Tom Parker)

September 2026

Realized autoregressive conditional betas by Mariia Artemova, Christian Francq and Sébastien Laurent

TBA

Tail Index Regression for Extremal Dependence” (joint work with Paulo M. M. Rodrigues from Banco de Portugal and NOVA School of Business and Economics)