ESEM
| Presenter(s) | Type | Archive date | Archive time | Length |
|---|---|---|---|---|
|
Martin Wagner
Mariia Artemova
Alexander Back
Julius Schoelkopf
|
Contributed Sessions
|
31/08/23
|
18:00 CEST
|
90 mins
|
| Presenter(s) | |
| Type | |
| Archive date |
31/08/23
|
| Archive time |
18:00 CEST
|
| Length |
90 mins
|
Papers
(Listed in order of presenters above)
Testing Linear Cointegration Against Smooth Transition Cointegration
An Order-invariant Score-driven Dynamic Factor Model
A new GARCH model with a deterministic time-varying intercept
Macroeconomic Announcements and the Volatility Feedback Effect