Archives for LFIN

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...
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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...
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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:...
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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...
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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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