Cookies

We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

QRFE Seminar Series

Forthcoming Events

This year's calendar of events will be available in due course.



Previous Events

27 Jan 2022

Virtual seminar: Suhasini Subba Rao -...

Topic: Graphical models for nonstationary time series

Seminar organised by Quantitative Research in Financial Economics (QRFE)

20 Jan 2022

Virtual seminar: Alessia Paccagnini -...

Topic: Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs

Seminar organised by Quantitative Research in Financial Economics (QRFE).

13 Jan 2022

Virtual seminar: Ilze Kalnina - North Carolina...

Topic: Cross-sectional Dependence in Idiosyncratic Volatility

Seminar organised by QRFE.

25 Nov 2021

Virtual Seminar: Prof. Jia Li - Singapore...

Topic: Reading the Candlesticks: An OK Estimator for Volatility

This webinar is brought to you by QRFE.

18 Nov 2021

Virtual seminar: Prof. Stephane Bonhomme -...

Topic: Estimating Individual Responses when Tomorrow Matters

Seminar organised by Quantitative Research in Financial Economics (QRFE).

11 Nov 2021

Virtual seminar: Prof. Rasmus Tangsgaard...

Topic: Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions

Seminar organised by Quantitative Research in Financial Economics (QRFE).

14 Oct 2021

Virtual seminar: Dr. Timothy Christensen - New...

Topic: Robust Forecasting

This webinar is brought to you by QRFE.

15 Jun 2021

Virtual event: QRFE Workshop on Financial...

Seminar organised by Quantitative Research in Financial Economics (QRFE).

14 Jun 2021

Virtual event: QRFE Workshop on Financial...

Seminar organised by Quantitative Research in Financial Economics (QRFE).

27 May 2021

Virtual Seminars speaker: Dr. Tengyuan Liang...

Title: Universal Prediction Band, Semi-Definite Programming and Variance Interpolation
A Quantitative Research in Financial Economics (QRFE) seminar

20 May 2021

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).

25 Mar 2021

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)

18 Mar 2021

Virtual seminar: Dr. Amin Shams - Ohio State...

Topic: The Structure of Cryptocurrency Returns

Seminar organised by Quantitative Research in Financial Economics (QRFE)

11 Mar 2021

Virtual seminar: Dr. Gustavo Schwenkler - Santa...

Topic: Peer Co-Movement in Crypto Markets

Seminar organised by Quantitative Research in Financial Economics (QRFE)

04 Mar 2021

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?

25 Feb 2021

Virtual seminar: Professor Martin Weidner...

Topic: Posterior Average Effects

18 Feb 2021

Virtual seminar: Dr. Tetsuya Kaji from...

Topic: An Adversarial Approach to Structural Estimation

This is a QRFE Webinar.

11 Feb 2021

Virtual seminar: Dr. Bruno Feunou - Bank of Canada

Topic: Long Run Impact of Macro News on Treasury Bond Yields

This is a QRFE Webinar.

04 Feb 2021

Virtual seminar: Dr. Pedro H. C. Sant'Anna from...

Title: Difference-in-Differences with Multiple Time Periods
Quantitative Research in Financial Economics virtual seminar

28 Jan 2021

Virtual Seminar: Dr. Katerina Petrova from...

Title: Uniform and distribution-free inference in general autoregressive processes

Quantitative Research in Financial Economics (QRFE) virtual seminar

14 Jan 2021

Virtual Seminar: Dr. Xiye Yang from Rutgers...

Topic: Estimation of Leverage Effect: Kernel Function and Efficiency
Quantitative Research in Financial Economics seminar

17 Dec 2020

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)

10 Dec 2020

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

03 Dec 2020

Virtual Seminar: Dr. Katerina Petrova from...

Topic: Distribution-free inference in general nonstationary autoregressions

An Economics and Finance seminar.

26 Nov 2020

Virtual seminar: Dr. Anisha Ghosh from McGill...

Topic: Recovering Heterogeneous Beliefs and Preferences from Asset Prices.

An Economics and Finance seminar.

19 Nov 2020

Virtual Seminar: Dr. Yuan Liao from University...

Quantitative Research in Financial Economics (QRFE) virtual seminar
Topic: Inference for Low-Rank Models

12 Nov 2020

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

05 Nov 2020

Difference-in-Differences with Multiple Time...

Quantitative Research in Financial Economics (QRFE) virtual seminar speaker:
Dr. Pedro H. C. Sant'Anna from Vanderbilt University

29 Oct 2020

Virtual Seminar - Dr. Ekaterina Smetanina from...

Quantitative Research in Financial Economics (QRFE) seminar
Topic: Estimation of nonstationary nonparametric regression model with multiplicative structure

22 Oct 2020

QRFE Webinar: Dr. Liang Chen (Peking...

Title: Quantile Factor Models
Quantitative Research in Financial Economics webinar.

15 Oct 2020

QRFE Webinar: Dr. Bertille Antoine (Simon...

Title: Identification-robust inference with simulation-based pseudo-matching

08 Oct 2020

Virtual QRFE Seminar: Prof. Luca Fanelli...

Title: Bootstrap Inference and diagnostics in state-space models: with applications to dynamic macro models

26 Jun 2020

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.

16 Jun 2020

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.

11 Jun 2020

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

14 May 2020

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

07 May 2020

Online seminar: Monitoring Value-at-Risk and...

Quantitative Research in Financial Economics (QRFE) Online seminar.
Speaker: Prof. Matei Demetrescu from University of Kiel

30 Apr 2020

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

23 Apr 2020

Online seminar: Household Risk and UK Financial...

Topic: Household Risk and UK Financial Markets

16 Apr 2020

QRFE Online Seminar: Optimal Policy Perturbations

Guest speaker Dr. Geert Mesters from Universitat Pompeu Fabra, Barcelona GSE and VU Amsterdam.

30 Mar 2020

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.

13 Feb 2020

QRFE Seminar: News, Beliefs, and Aggregate Risk

Speaker: Dr. Lorenzo Bretscher from London Business School.

30 Jan 2020

QRFE Seminar: Dr. Thummim Cho - London School...

Title: Driving out Speculators: Stock Market Fluctuations in a Natural Experiment

16 Jan 2020

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

21 Nov 2019

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

24 Oct 2019

Quasi Maximum Likelihood Estimation and...

Speaker: Dr Matteo Barigozzi from London School of Economics

28 Jun 2019

Quantitative Research in Financial Economics...

A QRFE workshop on Big Data Analysis with some applications in Finance and Macroeconomics.

06 Jun 2019

Second Workshop on Algorithmic Trading...

Title: Interdisciplinary Investigations

05 Jun 2019

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

14 Mar 2019

QRFE Seminar - Professor Philippe Mueller,...

Title: FX Returns Around the Clock

QRFE Seminar series: Lunch served at 12:30 in the Business School lounge.