[Forum SIS] Workshop on "Recent Developments in Financial Time Series Analysis"

[Giuseppe STORTI]

Il giorno 19/6/2012, presso il Dipartimento di Scienze Economiche e
Statistiche dell'Università di Salerno si terra' un 

workshop su


RECENT DEVELOPMENTS IN FINANCIAL TIME SERIES ANALYSIS

19 GIUGNO 2012,
ORE 9.20, SALA DEL CONSIGLIO 

DIPARTIMENTO DI SCIENZE ECONOMICHE E
STATISTICHE, UNIVERSIT DI SALERNO 

------------------ 

PROGRAM 

9.20
Opening 

9.30 Fausto Galli (University of Salerno)
_Nonparametric ACD
estimations: some insights on intraday seasonality_ 

10.10 Edoardo
Otranto (University of Messina)
_The factorial asymmetric Multiplicative
Error Model_ 

10.50 Giuseppe Storti, Alessandra Amendola (University of
Salerno)
_Model uncertainty and forecast combination in high dimensional
multivariate volatility prediction_ 

11.30-12.00 Coffee break 

12.00
Francesco Violante, Sebastien Laurent (University of Maastricht and
CORE-Université Catholique de Louvain), Jeroen Rombouts (HEC Montreal
and CORE-Université Catholique de Louvain)
_On loss functions and
ranking forecasting performances of multivariate volatility models_


12.40 Christian Hafner (CORE-Université Catholique de
Louvain)
_Alternative investments and financial markets_ 

13.20 Closing


Per informazioni: statlab at unisa.it 
 
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