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Counterfactual Sensitivity and Robustness
Econometrics Seminar-Kwon
Financial Trading Over The Years: A Multifractal Intensity Perspective
Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities
Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments
Prior Hyperparameters in Time-Varying Multivariate Time Series Models
Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)
"Current Themes and New Directions in Realized Volatility
Domenico Giannone
A. Ronald Gallant
Whitney Newey
No Econometrics Seminar (Please attend the REStud Tour Day)
Daniel Lewis
Targeted Testing of Dynamic Stochastic General Equilibrium Models
Financial Trading Over Years: A Multi-Fractal Intensity Perspective
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