QRFE Seminar Series
Forthcoming Events
This year's calendar of events will be available in due course.
Previous Events

Virtual seminar: Suhasini Subba Rao -...
Topic: Graphical models for nonstationary time series
Seminar organised by Quantitative Research in Financial Economics (QRFE)

Virtual seminar: Alessia Paccagnini -...
Topic: Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs
Seminar organised by Quantitative Research in Financial Economics (QRFE).

Virtual seminar: Ilze Kalnina - North Carolina...
Topic: Cross-sectional Dependence in Idiosyncratic Volatility
Seminar organised by QRFE.

Virtual Seminar: Prof. Jia Li - Singapore...
Topic: Reading the Candlesticks: An OK Estimator for Volatility
This webinar is brought to you by QRFE.

Virtual seminar: Prof. Stephane Bonhomme -...
Topic: Estimating Individual Responses when Tomorrow Matters
Seminar organised by Quantitative Research in Financial Economics (QRFE).

Virtual seminar: Prof. Rasmus Tangsgaard...
Topic: Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions
Seminar organised by Quantitative Research in Financial Economics (QRFE).

Virtual seminar: Dr. Timothy Christensen - New...
Topic: Robust Forecasting
This webinar is brought to you by QRFE.

Virtual event: QRFE Workshop on Financial...
Seminar organised by Quantitative Research in Financial Economics (QRFE).

Virtual event: QRFE Workshop on Financial...
Seminar organised by Quantitative Research in Financial Economics (QRFE).

Virtual Seminars speaker: Dr. Tengyuan Liang...
Title: Universal Prediction Band, Semi-Definite Programming and Variance Interpolation
A Quantitative Research in Financial Economics (QRFE) seminar

Virtual seminar: Dr. Daniel Kim - Norwegian...
Topic: Municipal Bond Insurance and the U.S. Drinking Water Crisis
Seminar organised by Quantitative Research in Financial Economics (QRFE).

Virtual seminar: Dr. Nazarii Salish -...
Topic: Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction
Seminar organised by Quantitative Research in Financial Economics (QRFE)

Virtual seminar: Dr. Amin Shams - Ohio State...
Topic: The Structure of Cryptocurrency Returns
Seminar organised by Quantitative Research in Financial Economics (QRFE)

Virtual seminar: Dr. Gustavo Schwenkler - Santa...
Topic: Peer Co-Movement in Crypto Markets
Seminar organised by Quantitative Research in Financial Economics (QRFE)

Virtual Seminar: Dr. Yinchu Zhu from Brandeis...
Quantitative Research in Financial Economics virtual seminar
Title: How well can we learn large factor models without assuming strong factors?

Virtual seminar: Dr. Tetsuya Kaji from...
Topic: An Adversarial Approach to Structural Estimation
This is a QRFE Webinar.

Virtual seminar: Dr. Bruno Feunou - Bank of Canada
Topic: Long Run Impact of Macro News on Treasury Bond Yields
This is a QRFE Webinar.

Virtual seminar: Dr. Pedro H. C. Sant'Anna from...
Title: Difference-in-Differences with Multiple Time Periods
Quantitative Research in Financial Economics virtual seminar

Virtual Seminar: Dr. Katerina Petrova from...
Title: Uniform and distribution-free inference in general autoregressive processes
Quantitative Research in Financial Economics (QRFE) virtual seminar

Virtual Seminar: Dr. Xiye Yang from Rutgers...
Topic: Estimation of Leverage Effect: Kernel Function and Efficiency
Quantitative Research in Financial Economics seminar

Virtual seminar: Yuya Sasaki - Vanderbilt...
Topic: Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators.
Seminar organised by Quantitative Research in Financial Economics (QRFE)

Virtual seminar: Dr. Nicola Fusari, Johns...
A virtual seminar by Quantitative Research in Financial Economics (QRFE) research centre
Topic: Testing for Asset Price Bubbles using Options Data

Virtual Seminar: Dr. Katerina Petrova from...
Topic: Distribution-free inference in general nonstationary autoregressions
An Economics and Finance seminar.

Virtual seminar: Dr. Anisha Ghosh from McGill...
Topic: Recovering Heterogeneous Beliefs and Preferences from Asset Prices.
An Economics and Finance seminar.

Virtual Seminar: Dr. Yuan Liao from University...
Quantitative Research in Financial Economics (QRFE) virtual seminar
Topic: Inference for Low-Rank Models

Virtual Seminar: Dr. Kirill Evdokimov from...
A virtual Seminar by Quantitative Research in Financial Economics (QRFE) Research Centre
Topic: Dealing with Measurement Errors: Simple Estimation and Valid Inference

Difference-in-Differences with Multiple Time...
Quantitative Research in Financial Economics (QRFE) virtual seminar speaker:
Dr. Pedro H. C. Sant'Anna from Vanderbilt University

Virtual Seminar - Dr. Ekaterina Smetanina from...
Quantitative Research in Financial Economics (QRFE) seminar
Topic: Estimation of nonstationary nonparametric regression model with multiplicative structure

QRFE Webinar: Dr. Liang Chen (Peking...
Title: Quantile Factor Models
Quantitative Research in Financial Economics webinar.

QRFE Webinar: Dr. Bertille Antoine (Simon...
Title: Identification-robust inference with simulation-based pseudo-matching

Virtual QRFE Seminar: Prof. Luca Fanelli...
Title: Bootstrap Inference and diagnostics in state-space models: with applications to dynamic macro models

Virtual Workshop on Financial Econometrics (QRFE)
Quantitative Research in Financial Economics (QRFE) have organised a virtual workshop with a variety of guest speakers that is open for anyone to attend.

Online Meeting on Identification of DSGE Models
Quantitative Research in Financial Economics (QRFE) has organised a workshop spanning across two afternoons this June with a host of guest speakers.

Virtual seminar: Sign Restrictions in...
Quantitative Research in Financial Economics (QRFE) are hosting a virtual seminar with guest speaker: Prof. Dimitris Korobilis from University of Glasgow

Online Seminar: Implications for Corporate...
Quantitative Research in Financial Economics (QRFE) online seminar: Credit Risk and the Life Cycle of Callable Bonds: Implications for Corporate Financing and Investing
speaker: Bo Becker, Stockholm School of Economics

Online seminar: Monitoring Value-at-Risk and...
Quantitative Research in Financial Economics (QRFE) Online seminar.
Speaker: Prof. Matei Demetrescu from University of Kiel

Online seminar: Security Transitions by Dr....
The Centre for Quantitative Research in Financial Economics are pleased to present Dr. Pedro Souza from University of Warwick talking about Security Transitions

Online seminar: Household Risk and UK Financial...
Topic: Household Risk and UK Financial Markets

QRFE Online Seminar: Optimal Policy Perturbations
Guest speaker Dr. Geert Mesters from Universitat Pompeu Fabra, Barcelona GSE and VU Amsterdam.

QRFE seminar - Portfolio Selection in Quantile...
Speakers: Our first online speaker is Prof. Jose Olmo from the University of Southampton and Universidad de Zaragoza Jose's.

QRFE Seminar: News, Beliefs, and Aggregate Risk
Speaker: Dr. Lorenzo Bretscher from London Business School.

QRFE Seminar: Dr. Thummim Cho - London School...
Title: Driving out Speculators: Stock Market Fluctuations in a Natural Experiment

QRFE Seminar: Bitcoin as Decentralised Money:...
Dr. Emiliano Pagnotta from Imperial College Business School will present Bitcoin as Decentralized Money: Prices, Mining, and Network Security

QRFE Seminar: Dr. Michele Piffer from King's...
Title: Moving beyond the recursive identification in Smooth Transition Structural VAR models: an application to monetary policy shocks

Quasi Maximum Likelihood Estimation and...
Speaker: Dr Matteo Barigozzi from London School of Economics

Quantitative Research in Financial Economics...
A QRFE workshop on Big Data Analysis with some applications in Finance and Macroeconomics.

The Human Factor in Economics: From Adam Smith...
Speakers
• Vernon L. Smith, winner of the Nobel Prize 2002 and author of “Humanomics”
• Peter Bossaerts, pioneer in Neuroeconomics and the Economics of Complexity

QRFE Seminar - Professor Philippe Mueller,...
Title: FX Returns Around the Clock
QRFE Seminar series: Lunch served at 12:30 in the Business School lounge.