Archives for LFIN
April 05, 2019
Finance Seminar
Louvain Finance Seminar: David Preinerstorfer
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...
Click to know more March 22, 2019
Finance Seminar
Finance Seminar: Agostino Capponi
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...
Click to know more March 13, 2019
Finance Seminar
Financial Research Seminar: William Goetzmann
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
William Goetzmann (Yale University)
on
Bubbles and Crashes:...
Click to know more From 21 to 23/01/2019
Ph.D. Course on Volatility Modeling
Ph.D. Course on Volatility Modeling by Tim Bollerslev (DUKE)
Ph.D. Course on Volatility Modeling
by Tim Bollerslev (DUKE)
Brussels, 21-22-23 January 2019
Outline and the speaker
This short-course (9h) presents an overview of the topic “Volatility Modeling,” starting from basic ARCH/GARCH type models all the way to more recent realized...
Click to know more December 14, 2018
Finance Seminar
Finance Seminar: Estate Khmaladze
Joint with ISBA
New approach to distribution-free testing for linearity of regression.
Related topics and extensions
Estate Khmaladze, University of Wellington, NZ
Consider the classical problem that in the pairs $(X_i,Y_i)$, the response variables $Y_i$ have linear regression $a+bX_i$...
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