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Seminars 2015/2016

November 28, 2016

2:00-3:00pm

Stevanovich Center, 5727 S University Ave, Library

*Department of Economics and Booth School of Business, University of Chicago*

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Recovery Dynamics: An Explanation from Bank Screening and Entrepreneur Entry

November 28, 2016

3:00-4:00pm

Stevanovich Center, 5727 S University Ave, Library

*Department of Economics, University of Chicago*

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Trends in Productive Technology, Intermediation, and Inequality: A Long-term Macroeconomics Perspective

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SEMINARS HELD PREVIOUSLY DURING THE 2015/2016 ACADEMIC YEAR

March 3, 2016

4:00-5:00 pm

Stevanovich Center, 5727 S University Ave, room 112

*Ohio University*

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Gaussian and Self-Similar Stochastic Volatility Models

March 3, 2016

5:00-6:00 pm

Stevanovich Center, 5727 S University Ave, room 112

*Western Michigan University*

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Preservation of generalized convexity in contingent claim pricing and applications

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March 4, 2016

3:00-4:20 pm

Stevanovich Center, room 112

*Tilburg University*

March 10, 2016

3:30 pm

Saieh Hall, room 112

joint with the Becker Friedman Institute

*Brown University*

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Indirect Inference with Endogenously Missing Exogenous Variables

March 11, 2016 Friday

3:00 PM

Stevanovich Center, 5727 S University Ave, room 112

*Duke University*

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Jump Regressions

Link to paper 1 Link to paper 2

April 20, 2016 Wednesday

3:10 PM

Stevanovich Center, 5727 S University Ave, room 112

*Duke University*

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Rank Tests at Jump Events

Link to paper

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February 26, 2016

3:00-4:20 pm

Stevanovich Center, room 112

*Brown University*

November 10, 2015

12:00 Noon

Saieh Hall, room 419

joint with the Becker Friedman Institute

*Yale University*

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MCMC Confidence Sets for Partially Identified Parametric Models

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Seminars held previously during the 2014/2015 academic year

October 16, 2014 Thursday

1:20 PM

Harper Center, room HC3B

joint with the Econometrics and Statistics Workshop in the Booth School of Business

*Brown University*

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Indirect Inference for Estimating Equations

Octctober 30, 2014 Thursday

4:00 PM

5727 S University Ave, room 112

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Jean Jacod

*Université Pierre et Marie Curie (Paris-6)*

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Estimating the degree of activity of jumps of a discretely observed semimartingale

November 6, 2014 Thursday

4:00 PM

5727 S University Ave, room 112

*Booth School of Business, The University of Chicago*

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Principal Component Analysis of High Frequency Data

November 17, 2014 Monday

4:00 PM

5727 S University Ave, room 112

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Sebastien Bossu

*Ogee Group*

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Equity Correlation Modelling

March 3, 2015 Tuesday

4:00 PM

5727 S University Ave, room 112

*Princeton University*

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High Frequency Traders: Taking Advantage of Speed

Link to paper

March 12, 2015 Thursday

1:20 PM

Harper Center, room HC3B

joint with the Econometrics and Statistics Workshop in the Booth School of Business

*University of Zurich*

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Collateral, Central Bank Repos, and Systemic Arbitrage

Link to paper

April 16, 2015 Thursday

4:30 PM

Eckhart Hall, room 133

Billingsley Lecture on Probability

*Eidgenössische Technische Hochschule Zürich*

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Random Phenomena and Conformal Invariance Within Fractal Gaskets

May 7, 2015 Thursday

**12:00 PM (noon) (new time)**

5727 S University Ave, room 112

*University of Chicago*

PCA of persistent homology rank functions with case studies in point processes, colloids and sphere packings

May 21, 2015 Thursday

1:20 PM

Harper Center, room HC3B

joint with the Econometrics and Statistics Workshop in the Booth School of Business

*Geneva Finance Research Institute, and Université de Genève*

A diagnostic Criterion for Approximate Factor Structure

Link to paper

May 28, 2015 Thursday

3 pm

5727 S University Ave, room 112

joint with the Department of Statistics

*Department of Statistics, University of California at Berkeley*

On High-Dimensional Robust Regression and Inefficiency of Maximum Likelihood Methods