Lunch Seminars 2010
Lunch Seminars take place in CREATES' seminar room, 2nd floor, building 1326.
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
2 February Morten Ø. Nielsen, Queen's University and CREATES: Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
9 February Paolo Santucci de Magistris, University of Pavia: Fractional Cointegration and Level Shifts in the Realized and Implied Volatility Relation
23 February Frank Nielsen, Aarhus University and CREATES: Discriminating between fractional Gaussian and spurious long memory processes
2 March Andreas Schrimpf, Aarhus University and CREATES: Carry Trades and Global Foreign Exchange Volatility
16 March Paulius Stakenas, Amsterdam School of Economics: Estimation and Inference of Fractionally Integrated Regressions by an Autoregressive Approximation
23 March Isabel Casas, Aarhus University and CREATES: Comovements among different sectors of SP500 during 2004-2010
6 April Anders B. Kock, Aarhus University and CREATES: TBA
20 April Dennis Kristensen, Columbia University and CREATES: TBA
27 April Olaf Posch, Aarhus University and CREATES: TBA
4 May Thomas Q. Pedersen, Aarhus University and CREATES: Predictable Return Distributions
18 May Laurent Callot, Aarhus University and CREATES: TBA
25 May Zhenjiang Qin, Aarhus University and CREATES: TBA
8 June Katarzyna Łasak, Aarhus University and CREATES: TBA