RFE: Conference Listings
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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"|
|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]|