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2019-09-04–2019-09-05 - Copenhagen, Department of Economics, University of … (Denmark) - Centre for Economic Policy Research CEPR, London, UK; …

Topics: Asset returns and spending; Spending effects of unemployment events; Welfare consequences of social insurance programs; The impact of mortgage refinancing on spending; Validation of new spending measures; Consumption inequality; Spending effects of public policies; Insurance within the...

Persistent link: https://www.econbiz.de/10012028471

Summerschool 2017 "Financial Econometrics - Topics in Financial Time Series Econometrics" - Department of Economics, University of Copenhagen

2017-07-31–2017-08-18 - Copenhagen, Department of Economics campus (Denmark) - Department of Economics, University of Copenhagen, Denmark

This course introduces topics from research in financial time series econometrics. For each topic, the econometric methods are discussed and illustrated by empirical applications. Topics are selected from within: 1) Econometric Modeling of Asset Returns: - Multivariate GARCH models with...

Persistent link: https://www.econbiz.de/10011584235

In cooperation with "Conference and Meeting Resources" of the American Economic Association (AEA)