The Janeway Institute are holding a 2 day conference on Financial Econometrics. The event is organised by Oliver Linton and Linqi Wang.
Please see the JI event page for more details and to register your interest.
Economics Events | Published on Tuesday, 7 May, 2024
Event location: Winstanley Theatre, Trinity College, Cambridge
Event date: May 31, 2024 to Jun 1, 2024
Media Mentions & Appearances | Published on Tuesday, 21 February, 2023
A new study co-authored by Emeritus Professor Andrew Harvey produces good forecasts of epidemics before new cases or deaths peak.
Keywords: ModelsTime SeriesCOVID-19Forecasting
Economics News | Published on Tuesday, 4 October, 2022
His thesis built a framework to detect stable relationships between individual time series when they are persistent but do not satisfy the common unit root assumption, thereby providing a solution to an ongoing issue that has challenged economists
Keywords: CointegrationjTime SeriesUnit RootAwards