Fields- 4th Conference on Financial Econometrics and Risk Management
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Title: Evaluation and Comparison of Forecasting Performance
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Title: Evaluation and Comparison of Forecasting Performance
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Title: High-frequency cash flow dynamics.
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Title: Weak beta, strong beta: multi-factor pricing and rank restrictions
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Title: Nonparametric Assessment of Hedge Fund Performance
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Title: On the Modeling of Covariance Matrices
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Title: Estimating Option Pricing Models Using Large Panels: A New Approach
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Title: Dynamics of Variance Risk Premia: A new Model for Disentangling the Price of Risk
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