Econometrics reading group archive


Past events

Fotis:
Tuesday 27th March 2012, 13:00 - 14:00

Variable selection for large unbalanced datasets using non-standard
optimisation of information criteria and variable reduction methods: A
forecast comparison for the PEEIs

and

Portfolio selection using grid search covariance shrinking

Cris:
Tuesday 20th March 2012, 13:00 - 14:00

Price discovery and instantaneous effects among cross listed stocks

Gustavo:
Tuesday 13th March 2012, 13:00 - 14:00

An alternative robust estimation for GARCH models

Liudas:
Tuesday 6th March 2012, 13:00 - 14:00

Multivariate time varying coefficient models

Flavio Ziegelmann (UFRGS, Brasil):
Tuesday 28th February 2012, 13:00 - 14:00

Analysing financial-return-distribution dynamics via curve time series

Ana:
Tuesday 14th February 2012, 13:00 - 14:00

The predictability of US data revisions: Comparing surveys and forecasting models

Richard:
Tuesday 7th February 2012, 13:00 - 14:00

Breakdowns of uncovered interest rate parity, carry trades and risk premium 

Francis:
Tuesday 10th January 2012, 13:00 - 14:00

Strategic currency allocation for resource-based sovereign wealth funds

Martin:
Tuesday 13th December 2011, 13:00 - 14:00

Post-retirement returns to education: an analysis from the BHPS

Erik:
Tuesday 6th December 2011, 13:00 - 14:00

Rise of the machines: Algorithmic trading in the foreign exchange market