Login
Lost password ?
Create account
Main menu
Home
Call for papers
Program
▼
Program
Parallel sessions
Papers by speaker
Submit a paper
International Conference
▼
Presentation
Keynote speakers
Summer School
▼
Presentation
Speakers
Information
▼
Location
Accommodation
Registration
Committee
HELP
@ Contact
Program > Program
Week
Mon. 28
Tue. 29
Wed. 30
Thu. 31
Fri. 01
List
‹
Friday, June 1, 2018
09:00
10:00
11:00
12:00
13:00
›9:00 (30min)
Welcoming Coffee
9:00 - 9:30 (30min)
Welcoming Coffee
›9:30 (1h40)
FE7a
› Amphitheater
9:30 - 11:10 (1h40)
FE7a
Amphitheater
›
Nonlinear Predictability of Stock Returns? Parametric vs. nonparametric inference in predictive regressions
- Matei Demetrescu, University of Kiel
09:30-09:55 (25min)
›
How far can we forecast? Statistical tests of the predictive content
- Joerg Breitung, University of Cologne
09:55-10:20 (25min)
›
Multi-Horizon Forecast Comparison
- Rogier Quaedvlieg, Erasmus University Rotterdam
10:20-10:45 (25min)
›
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting
- Giuseppe Storti, University of Salerno
10:45-11:10 (25min)
›9:30 (1h40)
FE7b
› Room 24
9:30 - 11:10 (1h40)
FE7b
Room 24
›
Regression Based Expected Shortfall Backtesting
- Timo Dimitriadis, Universität Konstanz
09:30-09:55 (25min)
›
Testing for Extreme Volatility Transmission with Realized Volatility Measures
- Elena Dumitrescu, EconomiX - Gilles de Truchis, EconomiX
09:55-10:20 (25min)
›
Decomposing and backtesting a flexible specification for CoVaR
- Giovanni Bonaccolto, Kore University of Enna
10:20-10:45 (25min)
›
High dimensional covariance matrix estimation with l1-regularized factor models
- Maurizio Daniele, University of Konstanz
10:45-11:10 (25min)
›11:10 (25min)
Coffee break
11:10 - 11:35 (25min)
Coffee break
›11:35 (45min)
Andrew Patton - Duke University
Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix
› Amphitheater
11:35 - 12:20 (45min)
Andrew Patton - Duke University
Amphitheater
Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix
›12:20 (1h20)
Lunch
12:20 - 13:40 (1h20)
Lunch
Session
Speech
Logistics
Break
Tour
Online user:
1
Loading...
Amphitheater
