May 21–22, 2010
Toulouse, France
Preceding event
Financial Econometrics Conference, Manufacture des Tabacs, Toulouse, France, May 15–16, 2009.
Succeeding event
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
More information coming soon
List of communications
Tobias Adrian (Federal Reserve Bank, New York), “CoVaR”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
Ravi Bansal (Duke University), “Temperature and Expected Equity Returns”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
David Bates (University of Iowa), “U.S. Stock Market Crash Risk, 1926-2006”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
Christian Bontemps, “Moment-Based Tests for Discrete Distributions”, Financial Econometrics Conference, Toulouse, France, May 21–22, 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, May 21–22, 2010.
Jean Jacod (Université Pierre et Marie Curie), “About Microstructure Noise”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
Dana Kiku (University of Pennsylvania), “Risks For the Long Run: Estimation and Inference”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
Nour Meddahi (Toulouse School of Economics), “The Economic Value of Realized Volatility”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
Sophie Moinas, “Trading Structure, Liquidity Rebates and Market Quality”, Financial Econometrics Conference, Toulouse, France, May 21–22, 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, May 21–22, 2010.
Werner Ploberger (Washington University in St. Louis), “Rate-Optimal Tests for Jumps in Diffusion Processes”, Financial Econometrics Conference, Toulouse, France, May 21–22, 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, May 21–22, 2010.
Jeffrey Russell (University of Chicago), “Forecasting Realized Volatility in the Presence of Time-Varying Noise”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
Kenneth Singleton (Stanford University), “What Gaussian Macro-DTSMs Cannot Tell Us About the Macro Economy”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
George Tauchen (Duke University), “The Realized Laplace Transform of Volatility”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
Raman Uppal (London Business School), “Improving Portfolio Selection Using Option-Implied Volatility and Skewness”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.