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Recent working papers

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change (2012)
Liudas Giraitis, George Kapetanios, Simon Price
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Flavio Ziegelmann (UFRGS, Brasil):

Analysing financial-return-distribution dynamics via curve time series

Reading group date and time: 
Tuesday 28th February 2012, 13:00 - 14:00