21–22 mai 2010
Toulouse, France
Événement précédent
Financial Econometrics Conference, Manufacture des Tabacs, Toulouse, France, 15–16 mai 2009.
Événement suivant
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Plus d’informations à venir
Liste des communications
Tobias Adrian (Federal Reserve Bank, New York), « CoVaR », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Ravi Bansal (Duke University), « Temperature and Expected Equity Returns », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
David Bates (University of Iowa), « U.S. Stock Market Crash Risk, 1926-2006 », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Christian Bontemps, « Moment-Based Tests for Discrete Distributions », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
René Garcia (EDHEC Business School), « Idiosyncratic Risk and the Cross-Section of Realized Returns: Reconciling the Aggregate Returns’ Predictability Evidence », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Jean Jacod (Université Pierre et Marie Curie), « About Microstructure Noise », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Dana Kiku (University of Pennsylvania), « Risks For the Long Run: Estimation and Inference », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Nour Meddahi (Toulouse School of Economics), « The Economic Value of Realized Volatility », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Sophie Moinas, « Trading Structure, Liquidity Rebates and Market Quality », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Fulvio Pegoraro (Banque de France and CREST), « No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Werner Ploberger (Washington University in St. Louis), « Rate-Optimal Tests for Jumps in Diffusion Processes », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Mark Podolskij (ETH, Zurich), « Pre-Averaging Estimators of the Ex-Post Covariance Matrix in Noisy Diffusion Models with Non-Synchronous Data », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Jeffrey Russell (University of Chicago), « Forecasting Realized Volatility in the Presence of Time-Varying Noise », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Kenneth Singleton (Stanford University), « What Gaussian Macro-DTSMs Cannot Tell Us About the Macro Economy », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
George Tauchen (Duke University), « The Realized Laplace Transform of Volatility », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.
Raman Uppal (London Business School), « Improving Portfolio Selection Using Option-Implied Volatility and Skewness », Financial Econometrics Conference, Toulouse, France, 21–22 mai 2010.