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Workshop on Time Series Econometrics

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25.09.2015

INVITATION – Workshop on Time Series Econometrics – La Défense, Paris

ESSEC Business School, THEMA/Université de Cergy-Pontoise & the University of Copenhagen are pleased to invite you to attend the  following  Workshop on Time Series Econometrics

 

Topic: Advances in Time Series Econometrics with applications to Economics & Finance

Location: ESSEC Business School, La Defense Campus (Room 104), Paris, France

 

Invited speakers:

 

Anurag BANERJEE – Durham Business School, UK

Jesus GONZALO – Universidad Carlos 3, Madrid, Spain

Sophocles MAVROEIDIS – University  of Oxford, UK

Nour MEDDAHI – Toulouse School of Economics, France

Jean-Yves PITARAKIS – University of Southampton, UK

Anders RAHBEK – University of Copenhagen, Danemark Paolo ZAFFARONI – Imperial College Business School, UK

 

Program and organizing committee: Frédérique BEC (University of Cergy-Pontoise, THEMA & CREST), Guillaume Chevillon (ESSEC Business School & CREST) and Anders Rahbek (Copenhagen University)

Due to the workshop’s room limited capacity, registration is mandatory  (and free of charge) following this link:

https://sites.google.com/a/essec.edu/timeseriesworkshop2015/registration

The program and venue information are available here:

https://sites.google.com/a/essec.edu/timeseriesworkshop2015/home

 

Looking very much forward to see you at the workshop, and apologies for cross-posting!

The organizing committee,

Anders, Frédérique, Guillaume

« New IFRS Rules: When Actuaries meet Accountants »

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10.06.2015

It is our pleasure to announce that Round table, organized by ESSEC-CREAR with the support of Labex MME-DII, Institut des Actuaires and the group BFA-SFdS, on

               « New IFRS Rules: When Actuaries meet Accountants » 

 poster-roundtable

will be held in Paris on June 10, 2015 from 5:00 pm to 7:30 pm at the ESSEC campus in La Défense-CNIT.

Please register before May 29, 2015, on  https://roundtablecrearjune10.eventbrite.fr

The number of participants is limited to 70.

We are looking forward to meeting you there.

« Stationarity, ergodicity and parameter estimation for an affine two-factor model »

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27.07.2015

Matyas Barczy, invité par le labex MME-DII, fera un séminaire intitulé  « Stationarity, ergodicity and parameter estimation for an affine two-factor model »  le mercredi 27 mai 2015 à 11:00 en Salle B405, bâtiment B, LAGA, Institut Galilée, Université Paris 13.

https://www.math.univ-paris13.fr/laga/index.php/fr/ps/seminaires

10:00   Mark Podolskij (Aarhus university, Danemark)

Limit theorems for ambit fields

11:15   Matyas Barczy (Debrecen University, Hungary)

Stationarity, ergodicity and parameter estimation for an affine two-factor

model.

Pour venir au séminaire, vous pouvez suivre les indications suivantes https://www.math.univ-paris13.fr/~mba/venir.html

THEORIES AND METHODS IN MACROECONOMICS

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19TH CONFERENCE THEORIES AND METHODS IN MACROECONOMICS

 Humboldt University, Berlin

March 26-27, 2015

The Humboldt University is pleased to announce that the 19th Conference « Theories and Methods in Macroeconomics » (T2M) will take place in Berlin (Germany), on March 26-27, 2015. This conference provides a forum of discussion between advanced Phd/postdoctoral students in Macroeconomics and established researchers in their field.

https://sites.google.com/site/t2mnetwork/the-annual-t2m-conferences/t2m-2015

EXECUTIVE WEBINAR SERIES – ECOMFIN

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Prof Andrea Roncoroni and Francis Declerck are glad to invite you to the first Energy and Commodity Finance (ECOMFIN) seminar.

Friday, 27 March 2015 from 12:00 to 13:30 (CET)

It wille take place at :

ESSEC Business School

Paris La Défense, France

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Hilary Till will present a paper entitled

« Structural Positions in Oil Futures Contracts:  What are the Useful Indicators? »

Hilary Till:

Hilary Till is the co-founder of a proprietary trading firm in Chicago. She is also a principal of Premia Risk Consultancy, Inc., which advises investment firms on risk-management policy. In addition, Ms. Till is the co-editor of “Intelligent Commodity Investing,” a bestseller for Risk Books. She has presented her analysis of the commodity futures markets to the following institutions: the U.S. Commodity Futures Trading Commission, the International Energy Agency, and to (then) U.K. Financial Services Authority. Ms. Till presently serves on the North American Advisory Board of the London School of Economics; is a member of the newly formed Research Council within the J.P. Morgan Center for Commodities at the University of Colorado-Denver Business School; and is a Research Associate at the EDHEC-Risk Institute. In Chicago, Ms. Till is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets; is an Advisory Board Member of DePaul University’s Arditti Center for Risk Management; and has provided seminars to staff from the Shanghai Futures Exchange and the China Financial Futures Exchange. She has a B.A. with General Honors in Statistics from the University of Chicago and an M.Sc. degree in Statistics from the London School of Economics (LSE).

Visit our website for more information about ECOMFIN events = http://energy-commodity-finance.essec.edu/home