2018 DEDA – Digital Economy & Decision Analytics HAX Conference II
| 主讲人 |
Yarema Okhrin; Leopoldo Catania; Xuexin Wang; Shi Chen; Ya Qian |
简介 |
<p>Vine based modeling of multivariate volatility time-series<br />
by Yarema Okhrin</p>
<p>A multivariate dynamic mixture model for discrete price changes at highfrequency<br />
by Leopoldo Catania</p>
<p>Instrumental variable estimation via a continuum of instruments with anapplication to estimating the elasticity of the intertemporal substitution inconsumption<br />
by Xuexin Wang</p>
<p>Estimating ultra high dimensional cointegration<br />
by Shi Chen</p>
<p>Linear-in-means social interactions - case of an online game<br />
by Ya Qian</p> |
| 时间 |
2018-10-25(Thursday)15:20-17:50 |
地点 |
N303, Econ Building |
| 讲座语言 |
English |
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| 承办单位 |
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类型 |
独立讲座 |
| 联系人信息 |
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主持人 |
Zhonglei Wang; Haiqiang Chen |
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专题 |
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期数 |
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