Events

Conferences

12th OxMetrics User Conference
3- 4 September 2012
Centre for Econometric Analysis, Faculty of Finance
Cass Business School, UK

11th OxMetrics User Conference
15- 16 March 2012
Department of Economics
The George Washington University
Washington, DC, USA

CEA Group Meetings

CEA Group Meeting 1
(Day Month Year): 12:00 - 13:30, Room TBA
Speaker (Affiliation)
"Title"

Occasional Seminars

Econometrics Occasional Seminar 7 (Wednesday 20 June 2012, 12:00-13:00, Room 6038)
"Estimation and Inference of Expected Shortfall for Time Series with Infinite Variance" (with O. Linton) Zhijie Xiao (Department of Economics, Boston College, USA) (Abstract)

Econometrics Occasional Seminar 6 (Tuesday 19 June 2012, 12:00-13:00, Room 3003)
"More efficient estimation of volatility models via Quantile Regression"
Zhijie Xiao (Department of Economics, Boston College, USA) (Abstract)

Econometrics Occasional Seminar 5 (Tuesday 8 May 2012, 12:00-13:00, Room 5010)
"Robust Forecasting by Regularization" (with E. Schaumburg)
Dobrislav Dobrev (FED Washington, USA) (Abstract)     (Paper)

Financial Econometrics Occasional Seminar 4 (The London/Prague Seminar Series on Financial Markets)
"MODELLING AND TESTING FOR JUMPS IN FINANCIAL MARKETS" (Programme)
(30 March 2012, 9:00-17:00 Room: 6032):
Ana-Maria Dumitru (Surrey University, UK), Jan Hanousek (CERGE-EI Prague, CZ), Evzen Kocenda (CERGE-EI, Prague), Vincenzo Maini (CEA, Cass Business School, UK), Jan Novotny (CERGE-EI Prague, CZ), Eduardo Rossi (Pavia University, Italy) and Giovanni Urga (CEA, Cass Business School, UK)

Econometrics Occasional Seminar 3 (10 February 2012, 11:00 - 12:30, Room 5010):
"Jackknife Estimation and Inference for Time Series"
Chambers, Marcus (Department of Economics, University of Essex, UK)

Occasional Seminar 2 (27 January 2012, 12:00 - 15:00, Room 6038):
"Introduction to Non-Parametric Bayesian Statistics - part ll"
Pietro Muliere (Bocconi University, Italy)

Occasional Seminar 1 (25 January 2012, 12:00 - 15:00, Room 311):
"Introduction to Non-Parametrics Bayesian Statistics - part l"
Pietro Muliere (Bocconi University, Italy)