| Speaker: | Yarema Okhrin; Leopoldo Catania; Xuexin Wang; Shi Chen; Ya Qian |
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| Speaker Intro: | |
| Host: | |
| Description： |
Vine based modeling of multivariate volatility time-series A multivariate dynamic mixture model for discrete price changes at highfrequency Instrumental variable estimation via a continuum of instruments with anapplication to estimating the elasticity of the intertemporal substitution inconsumption Estimating ultra high dimensional cointegration Linear-in-means social interactions - case of an online game |
| Time: | 2018-10-25(Thursday)15:20-17:50 |
| Venue: | N303, Econ Building |
| Organizer: |