Category: CREST

Roberto Casarin’s talk at CREST tomorrow

My former student and friend Roberto Casarin (University Ca’Foscari, Venice) will talk tomorrow at the CREST Financial Econometrics seminar on “Bayesian Markov Switching Tensor Regression for Time-varying Networks” Time: 10:30 Date: 14 March 2019 Place: Room 3001, ENSAE, Université Paris-Saclay Abstract : We propose a new Bayesian Markov switching regression model for multi-dimensional arrays (tensors) […]

Siem Reap conference

As I returned from the conference in Siem Reap. on a flight avoiding India and Pakistan and their [brittle and bristling!] boundary on the way back, instead flying far far north, near Arkhangelsk (but with nothing to show for it, as the flight back was fully in the dark), I reflected how enjoyable this conference […]

my [homonym] talk this afternoon at CREST [Paris-Saclay]

Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an Itô diffusion?” Time: 3:30 pm – 4:30 pm Date: 04th of March 2019 Place: Room 3105 Abstract : We consider high frequency observations from a one-dimensional diffusion process Y. We assume that the diffusion coefficient σ is continuously differentiable, […]