QRFE Seminar Series

Topic: Graphical models for nonstationary time series

Seminar organised by Quantitative Research in Financial Economics (QRFE)

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

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

Topic: Cross-sectional Dependence in Idiosyncratic Volatility

Seminar organised by QRFE.

Topic: Reading the Candlesticks: An OK Estimator for Volatility

This webinar is brought to you by QRFE.

Topic: Estimating Individual Responses when Tomorrow Matters

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

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

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

Topic: Robust Forecasting

This webinar is brought to you by QRFE.

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

Topic: Municipal Bond Insurance and the U.S. Drinking Water Crisis

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

Topic: Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction

Seminar organised by Quantitative Research in Financial Economics (QRFE)

Topic: The Structure of Cryptocurrency Returns

Seminar organised by Quantitative Research in Financial Economics (QRFE)

Topic: Peer Co-Movement in Crypto Markets

Seminar organised by Quantitative Research in Financial Economics (QRFE)

Quantitative Research in Financial Economics virtual seminar
Title: How well can we learn large factor models without assuming strong factors?

Topic: Posterior Average Effects

Topic: An Adversarial Approach to Structural Estimation

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

This is a QRFE Webinar.

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

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

Quantitative Research in Financial Economics (QRFE) virtual seminar

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

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)

Topic: Distribution-free inference in general nonstationary autoregressions

An Economics and Finance seminar.

Topic: Recovering Heterogeneous Beliefs and Preferences from Asset Prices.

An Economics and Finance seminar.

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

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

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

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

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

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

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

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

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

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

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

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

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

Topic: Household Risk and UK Financial Markets

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

Speakers: Our first online speaker is Prof. Jose Olmo from the University of Southampton and Universidad de Zaragoza Jose's.

Speaker: Dr. Lorenzo Bretscher from London Business School.

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

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

Title: Moving beyond the recursive identification in Smooth Transition Structural VAR models: an application to monetary policy shocks

Speaker: Dr Matteo Barigozzi from London School of Economics

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

Title: Interdisciplinary Investigations

Speakers

• Vernon L. Smith, winner of the Nobel Prize 2002 and author of “Humanomics”
• Peter Bossaerts, pioneer in Neuroeconomics and the Economics of Complexity

Title: FX Returns Around the Clock

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