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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

Montreal Econometrics Seminar 2016-2017
joint with the departments of economics of the universities of Montréal, Québec à Montréal, Concordia and McGill and with CIRANO

room C-6149 (U. of Montreal, Pavillon Lionel-Groulx, 3150 Jean-Brillant Street)

Organizers : Marine Carrasco (U. of Montreal) and Saraswata Chaudhuri (McGill U.)

Upcoming Events

22-23 September 2023 (UQAM)