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Institute for Multidisciplinary Research in Quantitative Modelling and Analysis (IMMAQ), Universit? 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 [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
C
Sponsor:
URL:
http://www.uclouvain.be/en-332033.html

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