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Seminars & Colloquia
 


Econometrics Spring 2005 Seminars

Mondays, 4:10-5:30 pm (unless otherwise specified)
Sproul Hall 2206

Questions? Contact Tae-Hwy Lee.

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

March 28 Doug Steigerwald
(Economics, UC Santa Barbara)
 Noise Reduced Realized Volatility: A Kalman Filter Approach
April 11 Rossen Valkanov
(Finance, UCLA)
 Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
April 18 OPEN
April 25 Asger Lunde
(Aarhus School of Business, Denmark)
 Regular and Modified Kernal-Based Estimators of Integrated Variance: The case with Independent Noise
May 2 Andrew Ang
(Columbia Business School)

Note: Two seminars by Andrew Ang

Seminar I      1:10 - 2:30 pm in Sproul 2206
The Term Structure of Real Rates and Expected Inflation

Seminar II      4:10 - 5:30 pm in SPR 2206
Risk Return and Dividends
May 12 Lutz Kilian
(Economics, University of Michigan)
 How Useful is Bagging in Forcasting Economic Time Series? A Case of U.S. CPI Inflation

Note: this is a Thursday seminar
May 23 OPEN
May 30 HOLIDAY
June 6 FINALS WEEK

 

 

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