- On September 06, 2019, the 6th HKMetrics Doctoral Workshop takes place at the University Mannheim. The program is available here.
- New publication: Conrad, C., and O. Kleen (2019). “Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models.” Journal of Applied Econometrics, forthcoming. Available at SSRN: https://ssrn.com/abstract=2752354
- New publication: Trautmann, S., and C. Conrad (2019). “Book Review: A Crisis of Beliefs – Investor Psychology and Financial Fragility, Nicola Gennaioli and Andrej Shleifer.” Journal of Economic Psychology, forthcoming.
- HKMetrics-Seminar: On July 8, Markus Pelger (Stanford University) will give a talk on "Factors that Fit the Time Series and Cross-Section of Stock Returns" in the HKMetrics-Seminar. Location: Heidelberg University, Alfred-Weber-Institute, Room 00.010. The abstract can be found here.
- Christian Conrad presented the paper "Modelling the Forecast Errors: the MEM GARCH model" (joint with Robert Engle, Stern School of Business) in the Econometrics and Statistics Seminar, University of Bonn, July 04, 2019.
Latest Revision: 2019-10-09