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主讲人 |
Yarema Okhrin; Leopoldo Catania; Xuexin Wang; Shi Chen; Ya Qian |
简介 |
<p>Vine based modeling of multivariate volatility time-series<br />
by Yarema Okhrin</p>
<p>A multivariate dynamic mixture model for discrete price changes at highfrequency<br />
by Leopoldo Catania</p>
<p>Instrumental variable estimation via a continuum of instruments with anapplication to estimating the elasticity of the intertemporal substitution inconsumption<br />
by Xuexin Wang</p>
<p>Estimating ultra high dimensional cointegration<br />
by Shi Chen</p>
<p>Linear-in-means social interactions - case of an online game<br />
by Ya Qian</p> |
