Neil Shephard (Harvard) Keynote Lecture and Workshop
Workshop
This event has now finished.
Event details
PLEASE NOTE:
The morning session will be held in A/EC202 (Economics Building staff room) from 10am
The Afternoon session will be held in A/D271 (Above Alcuin Porters) from 1:30pm
Provisional programme for the day
10am: Keynote Lecture (in A/EC202)
- "Recent Advances in Financial Econometrics" - Neil Shephard, Harvard
12noon: Lunch and poster presentations (A/EC202)
1.30pm: "Policy Choice in Time Series by Empirical Welfare Maximization" - Weining Wang, University of York (A/D271)
2.30pm: "Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model" - Yuning Li, University of York
3.30pm: "Matrix Imputation Based Methods for Mixed-Frequency Data" - Mark Hallam, University of York
A light lunch will be provided during the workshop, please let us know if you will be attending and whether you have any dietary restrictions via the Google form.