Empirical Economics



September 2019

July 2019

  • 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.
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Latest Revision: 2019-10-09
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