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Financial econometrics
Results: 504

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41	CURRICULUM VITAE OF LUC BAUWENS (June 15, 2015) Personal information BAUWENS Luc Born in Bukavu (Congo) on October 5, 1952 Add to Reading List Source URL: perso.uclouvain.be Language: English - Date: 2015-06-15 15:24:12 Autoregressive conditional heteroskedasticity Bayesian econometrics Financial econometrics Jacques Drèze Eric Ghysels Economics Econometrics Statistics
42	A Top-down Approach to Stress-testing Banks ∗ Pavel Kapinos† Add to Reading List Source URL: www.iadi.org Language: English - Date: 2015-05-18 04:00:44 Mathematics Econometrics Macroeconomics Federal Deposit Insurance Corporation Late-2000s financial crisis Supervisory Capital Assessment Program Basel III Economic model Macroeconomic model Statistics Economics Systemic risk
43	H.1 Articles published in refereed journals PR = Peer Reviewed CO = Co-written with authors outside CREATES OA = Open Access 1 Add to Reading List Source URL: creates.au.dk Language: English - Date: 2015-06-14 03:11:40 Academia Neil Shephard Open access Autoregressive conditional heteroskedasticity Ole Barndorff-Nielsen Journal of Business & Economic Statistics Financial econometrics Economic model Volatility Econometrics Statistics Economics
44	The treatment of internet purchases in Consumer price statistic Add to Reading List Source URL: www.ottawagroup.org Language: English - Date: 2013-09-24 21:39:59 Econometrics Finance Financial economics Mortgage Real estate appraisal Official statistics Eurostat Gross fixed capital formation Economic indicator Economics Statistics National accounts
45	M Global Economic Review AprilUNITED STATES Add to Reading List Source URL: www.investmentmanagement.prudential.com Language: English - Date: 2015-05-06 15:42:31 Economics Core inflation Consumer Price Index Economy of Mexico Purchasing Managers Index Global financial crisis in November United States Consumer Price Index Price indices Econometrics Statistics
46	The SoFiE Financial Econometrics Summer School is an annual week-long research-based course for Ph.D. students and new faculty in financial econometrics. For the first two years it was held at Oxford University’s Oxfor Add to Reading List Source URL: www.uclouvain.be Language: English - Date: 2014-09-09 05:10:53
47	CFE08-ERCIM08 P ROGRAMME AND A BSTRACTS 2nd International Workshop on Computational and Financial Econometrics Add to Reading List Source URL: www.cost-ic0702.org Language: English - Date: 2009-04-23 07:07:37
48	Journal of Financial Econometrics Advance Access published August 22, 2007 Journal of Financial Econometrics, 2007, 1–35 Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structur Add to Reading List Source URL: www.econ2.jhu.edu Language: English - Date: 2008-07-22 14:13:31
49	Frontier Emerging Markets Portfolio Investor Class September 30, 2014 Ticker: HLMOX Add to Reading List Source URL: www.hardingloevnerfunds.com Language: English - Date: 2014-10-22 12:39:18 Investment Financial markets Financial risk Mathematical finance Econometrics Frontier markets Portfolio Diversification Sharpe ratio Financial economics Economics Finance
50	Microsoft Word - Two Stage Fama Macbeth 〰㌀0〮docx Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-05-28 19:43:51 Mathematical finance Financial markets Econometrics Fama–MacBeth regression Actuarial science Arbitrage pricing theory Capital asset pricing model Beta Factor analysis Financial economics Economics Statistics

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