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    学生活动

2018 DEDA – Digital Economy & Decision Analytics HAX Conference II

主讲人: Yarema Okhrin; Leopoldo Catania; Xuexin Wang; Shi Chen; Ya Qian
主持人: Zhonglei Wang; Haiqiang Chen
简介:

Vine based modeling of multivariate volatility time-series
by Yarema Okhrin

A multivariate dynamic mixture model for discrete price changes at highfrequency
by Leopoldo Catania

Instrumental variable estimation via a continuum of instruments with anapplication to estimating the elasticity of the intertemporal substitution inconsumption
by Xuexin Wang

Estimating ultra high dimensional cointegration
by Shi Chen

Linear-in-means social interactions - case of an online game
by Ya Qian

时间: 2018-10-25(Thursday)15:20-17:50
地点: N303, Econ Building
类型: 独立讲座