Dynamic Conditional Correlation Models for Realized Covariance Matrices

Montreal Econometrics Seminar 2012-2013
joint with the departments of economics of the universities of Montréal, Québec à Montréal, Concordia and McGill and with CIRANO

room Xerox Canada (HEC Montréal, 3000, chemin de la Côte-Sainte-Catherine)

Organizers : Marine Carrasco & Victoria Zinde-Walsh

30 September 2023 (ITHQ)

2 October 2023, 15:00-19:00 (Studio-Cabaret de l'Espace St-Denis)

6 October 2023 (ITHQ)

13-14 October 2023 (U. Sherbrooke)

25 October 2023 (U. Montréal)

10 November 2023, 11:30 - 13:00

16 November 2023, 12:00 - 13:30

4-5 December 2023 (Germany)

8 December 2023 (U. Montréal)

10-11 May 2024 (ITHQ)