Fecha de grabación: 12/06/2015
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Workshop on forecasting economic time series. Session 4

In honour of Antoni Espasa

Chair Javier Prieto

Timo Teräsvirta (Aarhus University): Testing and modelling the unconditional variance component in multiplicative time-varying GARCH models
Pilar Poncela (Universidad Autónoma de Madrid): Small versus big-data factor extraction in dynamic factor models: An empirical assessment, with E. Ruiz.

serie: 2015
Antoni Espasa
slinares
Presenta: Javier Prieto
Pilar Poncela
Timo Teräsvirta


Vídeos de la misma serie
Workshop on forecasting economic time series. Session 6
In honour of Antoni Espasa
12 jun. 2015