Financial Econometrics Lunch Group Seminar Series - Spring 2021

Usual time and place: 11:40am - 12:55pm on Monday in Social Sciences 111.
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01/25/2021
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Nicola Fusari  (Johns Hopkins University)
"Structural Stochastic Volatility"
02/08/2021
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Claudia Moise  (Fuqua School of Business, Duke University)
"High-Frequency Arbitrage and Market Illiquidity"
02/22/2021
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Caio Almeida  (Princeton University)
"Pricing of Index Options in Incomplete Markets"
03/08/2021
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Seth Pruitt  (Arizona State University)
"Modeling Corporate Bond Returns"
03/22/2021
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Eric Ghysels  (UNC Chapel Hill)
"Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios"
04/05/2021
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Rogier Quaedvlieg  (Erasmus School of Economics)
"Conditional Superior Predictive Ability"
04/19/2021
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Christian Gouriéroux  (Toulouse School of Economics / University of Toronto)


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