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The summer school consist of 5 days of lectured held in conjunction with the 2nd Conference on Structural Dynamic Models. Like the conference, the summer school focus on the empirical application of dynamic programming (DP) models. We will discuss state of the art methods for solving and...
Persistent link: https://www.econbiz.de/10011784977
This course introduces topics from research in financial time series econometrics. For each topic, the econometric methods are discussed and illustrated by empirical applications. Topics are selected from within: 1) Econometric Modeling of Asset Returns: - Multivariate GARCH models with...
Persistent link: https://www.econbiz.de/10011584235
Keynote lecturer: professor Kenneth Bollen (University of North Carolina at Chapel Hill, USA).
Persistent link: https://www.econbiz.de/10011418393
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