› Predictive regressions in commodity markets - Jean-baptiste Bonnier, Institut d\'Économie et de Management de Nantes - Institut dÁdministration des Entreprises - Nantes
09:30-10:00 (30min)
› Gold as an Implied Dividend - florian ielpo, Université Paris 1
10:00-10:30 (30min)
› Variance swap payoff, risk premia and extreme market conditions - Francesco Violante, Centre de Recherche en Économie et Statistique
09:30-10:00 (30min)
› Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure - Luca Margaritella, Maastricht University
10:00-10:30 (30min)
› Testing the marginal distribution in time-varying location-scale models - Yves Robinson Kruse, University of Bonn, University of Cologne, Center for Research in Econometric Analysis of Time Series - Matei Demetrescu, University of Kiel
10:30-11:00 (30min)
Monica Billio (Università Ca' Foscari Venezia) "Markov Switching Tensor Regression for Time-varying Networks" Roberto Reno (Università degli Studi di Verona) "Flash Crashes" Chair: Jean-Michel Zakoian
Lobby
