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    First

Econometrics


2016 Metrics& Stats Brown-Bag Seminar Series

Mar 24th, Prof. Ying Chen, ''Risk related brain regions detection and individual risk classification with 3D image FPCA''
 
April 27th, Prof. Rongrong Ji, ''Multimodality social media analysis and computing'', Jointly with Finance BBS

April 29th, Chen Huang, "Factorisable Sparse Tail Event Curves with Expectiles”.
 
Mar 4th, Prof. Xuexin Wang, ''A new portmanteau test for ARMA Models with weak errors''.
 
May 6th, Dingshi Tian, ''Semiparametric estimation of a partially varying coefficient expectile model''
 
May 13th, Xinjue Li,  ''Adaptive Penalized Macro-Factors in Bond Risk Excess Premium''
 
May 27th, Xiaosai Liao,  ''Uniform test in the quantile predictive regression with highly persistent covariates''

June 3rd, Luhui Lin, “Stock Price Jump Forecast in China Market”



2015 Metrics& Stats Brown-Bag Seminar Series

WISE and SOE

 

Date

Time & Place

Speaker

Topic

Fri, 25 Sep 2015

 

Qingliang Fang (范青亮)

A Functional Data Approach to Model Score Difference Process in Professional Basketball Games

Fri, 9 Oct, 2015

 

Haiqiang Chen (陈海强)

A new estimator of integrated volatility in the presence of microstructure noise and jump

Fri, 16 Oct 2015

12:30 am, N401

Zongwu Cai (蔡宗武)

TBD

Fri, 23 Oct 2015

12:30 am, N401

Linlin Niu (牛霖琳)

Joint with Finance BBS

The German yield curve and the Euro area debt crisis: safety haven vs. risk pool

Wed, 28 Oct 2015

12:30 am, N401

Yu Ren (任宇)

Joint with Finance BBS

Evaluating asset pricing factors

Fri, 6 Nov 2015

12:30 am, N401

Juan Lin (林娟)

Joint with Finance BBS

Copula approach and its applications in finance

Fri, 20 Nov 2015

12:30 am, N401

Ma Chao (马超)

Estimating a Dynamic Discrete Choice Model with Partial Observability for Household Mortgage Default and Prepayment Behaviors

Fri, 27 Nov 2015

12:30 am, N401

Yingxing Li (李迎星)

A Regime Shift Model with Nonparametric Switching Mechanism

Fri, 4 Dec 2015

12:30 am, N401

Seong Yeon Chang

Predictive regressions with a structural break: empirical likelihood method

Fri, 11 Dec 2015

12:30 am, N401

Pei-Lin Hsieh (谢沛霖)

Joint with Finance BBS

Contagion behavior of high-frequency trading in future and option markets