2018-05-04–2018-05-05 - Toulouse, Manufacture des Tabacs, S Building, 21 Allée … (France) - Toulouse School of Economics TSE, France
Cofrence Progam:
- Inference on the Tail Process with Application to Financial Time Series Modelling,
- Testing the Eigenvalue Structure of Integrated Covariance with Applications,
- A Factor Model for Systemic Risk Using Mutually Exciting Jumps,
- Realized SemiCovariances: Looking for Signs of...