Activities
Next Seminar
Thursday 25 March 14:15 at Room 219, Building 1326
Speaker: Michael McAleer, Erasmus University Rotterdam
Title: Optimal Risk Management Before, During and After the 2008-09 Financial Crisis Paper 1 Paper 2
Full seminar program
Next Lunch Seminar
Tuesday 23 March 12:00 at Room 219, Building 1326
Speaker: Isabel Casas, Aarhus University and CREATES
Title: Comovements among different sectors of SP500 during 2004-2010
Full Lunch seminar program
Upcoming Events
PhD course: Karl Schlag, Universitat Pompeu Fabra, "Distribution Free Hypothesis Testing", 12-13 April
PhD course: Hashem Pesaran, University of Cambridge, "Nonstationary Panel Data Models", 10-11 May.
Distinguished Speaker Lecture: Hashem Pesaran, University of Cambridge, "Nonstationary Panel Data Models", 12 May.
CREATES Members' meeting, Molskroen, 1-2 June
Thiele Center - CREATES conference in honour of Ole Barndorff-Nielsen, 13-14 October.
SoFiE - CREATES conference, "Measuring and Predicting Risk with Financial High Frequency Data", 15-16 October.
Full program
