Forecasting the S&P 500 with a Fully Functional Autoregressive Model

Marcel-Dagenais Econometrics Seminar 2018-2019
joint with the Département de sciences économiques, Université de Montréal

room C-6070-9 (U. of Montreal, Lionel-Groulx Pavillon, 3150 Jean-Brillant Street)

Organizer : Marine Carrasco (U. of Montreal)