May 19–21, 2011
Toulouse, France
Preceding event
Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
Succeeding event
Financial Econometrics Conference, Toulouse, France, May 11–12, 2012.
More information coming soon
List of communications
Torben G. Andersen (Northwestern University), “Integrated Quarticity Estimation: Theory and Practical Implementation”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Tim Bollerslev (Duke University), “Tails, Fears and Risk Premia”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Jean-Marie Dufour (McGill University), “Wald-type tests when rank conditions fail: a smooth regularization approach”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Robert Engle (New York University), “Volatility, Correlation and Tails for Systemic Risk Measurement”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Ronald Gallant (Duke University and New York University), “Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
René Garcia (EDHEC Business School), “A Long-Horizon Perspective on the Cross-Section of Expected Returns”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
John Geweke (University of Technology Sydney), “Improving Asset Price Prediction when All Models are False”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Eric Ghysels (University of North Carolina), “Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Silvia Goncalves (Université de Montréal), “Bootstrapping factor-augmented regression models”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Frederic Mishkin (Columbia University), “Monetary Policy Strategy: Lessons from the Crisis”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Joon Park (Indiana University), “Martingale Regressions for Conditional Mean Models in Continuous Time”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Eric Renault (University of North Carolina), “Generalized Method of Moments with Tail Trimming”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Enrique Sentana (CEMFI, Madrid), “Duality in Mean-Variance Frontiers with Conditioning Information”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Neil Shephard (University of Oxford), “Multivariate High-Frequency-Based Volatility (HEAVY) Models”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
George Tauchen (Duke University), “Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
Anne Vanhems (Toulouse Business School and Toulouse School of Economics), “Probabilistic Characterizationof Directional Distances and their Robust versions”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.