Archives for LFIN

Uniform Inference in High-Dimensional Gaussian Graphical Models Martin Spindler, Hamburg University Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures.   We provide results for...

You are kindly invited to the Seminar in Financial Research co-organised by the National Bank of Belgium and the Belgian universities (KU Leuven, UA, UCL, UGent, ULB, ULg, UMons, UNamur, USaint-Louis, Vlerick and VUB) by Bernard Dumas (INSEAD) on The Stock Market in an...

Joint  Econometrics/Finance/Statistics Seminar Enhancing Power in Asymptotic and Finite Sample Frameworks David Preinerstorfer, ULB In this talk I will discuss properties of the ``power enhancement principle'' recently introduced by Fan et al. (2015). The first part of the talk is...

Joint with Econometrics Seminar Bails-Ins and Bail-Outs: Incentives, Connectivity, and Systemic Stability Agostino Capponi, Columbia University We develop a framework for analyzing how banks can be incentivized to make contributions to a voluntary bail-in and ascertaining the kinds of...