Contributed Session: CP20

Computational Econometrics

                                                                16h00-18h00     Thursday, August 26

                                                        Chairperson :    Cathy Chen      Room :  Paul Painlevé
                


102 (slides)   
Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach   
Francesco Audrino, Kameliya Filipova

120  
(slides)  
Performance Assessment of Optimal Allocation for Large Portfolios   
Fabrizio Laurini, Luigi Grossi

43 
   
Some Examples of Statistical Computing in France During the 19th Century   
Antoine de Falguerolles

233 
  
Modeling Operational Risk: Estimation and Effects of Dependencies   
Stefan Mittnik , Sandra Paterlini , Tina Yener

259 
(slides)  
Influence of the Calibration Weights on Results Obtained from Czech SILC Data   
Jitka Bartosova, Vladislav Bina

167 
(slides)  
A Markov Switching Re-evaluation of Event-Study Methodology   
Rosella Castellano, Luisa Scaccia
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