Organizers: Eric Ghysels, Eric Renault
| Date | Speaker/Affiliation | Time/Location | Title |
|---|---|---|---|
| 11/02/07 | Xilong Chen Economics - UNC |
12:00PM / Gardner Rm 110 | News is More than One Dimensional |
| 04/17/07 | Jungyeon Yoon Statistics - UNC |
12:30PM / Gardner Rm 110 | Why BS Implied Volatilities are Not Volatility Predictions? |
Fangfang Wang Statistics - UNC |
The Stationarity of GARCH-MIDAS Processes | ||
| 02/06/07 | Xilong Chen Economics - UNC |
12:30PM / Gardner Rm 110 | News - Good or Bad - and its Impact Over Multiple Horizons |
| 11/21/06 | Mike Aguilar Economics - UNC |
12PM / Gardner Rm 110 | Latent Factor Modeling of Multivariate Conditional Heteroscedasticity (slides) |
| 10/31/06 | Bertille Antoine Economics - University of Montreal |
12PM / Gardner Rm 110 | Weak Identification in Financial Econometrics (slides) |
| 10/03/06 | Arthur Sinko Economics - UNC |
12PM / Gardner Rm 110 | On the Predictability of Market Microstructure Noise Variance (slides) |
| 09/05/06 | Bumjean Sohn Finance - Kenan Flagler |
12PM / Gardner Rm 110 |
To be added to the workshop email list, or for any other questions regarding this website, please contact Mike Aguilar