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- Institute for Multidisciplinary Research in Quantitative Modelling and Analysis (IMMAQ), Universit╠ę catholique de Louvain

Dates:May 25-27, 2011
Description:Interdisciplinary workshop on "Econometric and statistical modelling of multivariate time series"
Location:Louvain-la-Neuve, Belgium
Subject:This interdisciplinary workshop on multivariate time series will address substantial questions of a common interest in econometrics and statistics. The particular topics that are covered by the meeting are: - Multivariate volatility models - High Frequency data - Extreme value modelling - Dimension reduction and Factor Models - Time-varying parameter models and structural changes - Forecasting [gem╠_╠┘ den Informationen des Anbieters - according to site editor's information]
JEL Code:C


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