Joint Econometrics and Statistics Workshops
MICHAELMAS TERM 1998
Tuesdays 1600-1730 in room S421
St Clement Building, London School of Economics
Houghton Street, London
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TODAY 4pm S421
ALL WELCOME
20th October 1998
Tina Hviid Rydberg (Nuffield College, Oxford)
A modelling framework for the prices and times of trades made on the NYSE
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20 October Tina Hviid Rydberg (Nuffield College, Oxford)
A modelling framework for the prices and
times of trades made on the NYSE
27 October Ji-Wook Jang (LSE)
Linear filtering in reinsurance.
3 November Peter Robinson (LSE)
TBA
10 November Javier Hidalgo (LSE)
Consistent test for covariance stationary
processes: boostrap approach.
24 November Jeremy Penzer (LSE)
State space insights in ARMA models.
Jeremy Penzer
Department of Statistics, LSE
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