New Time Series Methods

EEA
Presenter(s) Type Length Chair Room Number Add to calendar
Stanislav Anatolyev Marwan Izzeldin Weifeng Jin Francesca Micocci Contributed Sessions 25/08 16:00 CEST
90
mins
Francesca Micocci
N38
Add to Calendar 2022-08-25 16:00:00 2022-08-25 17:30:00 EEA-ESEM 2022: New Time Series Methods. Room: N38 EEA-ESEM 2022 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions

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On the Right Jump Tail Inferred from the VIX Market

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Estimation of Time Series Models Using Generalized Spectral Distribution

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Predicting Exporters with Machine Learning

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Presentations

Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions

On the Right Jump Tail Inferred from the VIX Market

Estimation of Time Series Models Using Generalized Spectral Distribution

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Predicting Exporters with Machine Learning

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