RFE: Conference Listings
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- Institute for Multidisciplinary Research in Quantitative Modelling and Analysis (IMMAQ), Université catholique de Louvain
| Dates: | May 25-27, 2011 |
| Description: | Interdisciplinary workshop on "Econometric and statistical modelling of multivariate time series" |
| Location: | Louvain-la-Neuve, Belgium |
| Subject: | This interdisciplinary workshop on multivariate time series will address substantial questions of a common interest in econometrics and statistics. The particular topics that are covered by the meeting are: - Multivariate volatility models - High Frequency data - Extreme value modelling - Dimension reduction and Factor Models - Time-varying parameter models and structural changes - Forecasting [gemäß den Informationen des Anbieters - according to site editor's information] |
| JEL Code: | C |
| URL: | http://www.uclouvain.be/en-332033.html |