CRETA Workshop on Advanced Econometrics 6 (26 August 2010)

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CRETA Workshop on Advanced Econometrics 6 (26 August 2010)

簡介摘要：

CRETA Workshop on Advanced Econometrics 6 - 26 August 2010, E. Sun Lecture Hall, 3F, Bldg. 1, College of Management, NTU

CRETA is honored to invite Professor Peter Hansen from Stanford University as a visitor from Aug. 24-Aug. 28. During his visit, Prof. Hansen will give a two-day lecture on Comparison of Forecasting Models and Volatility Estimation and Modeling Using High-Frequency Data on CRETA Workshop on Advanced Econometrics 6. The workshop is due to take place on Aug.26 (Thus.) and Aug. 27 (Fri.) at E. Sun Lecture Hall,3F, Bldg. 1, College of Management, NTU (台大管理學院 3 樓玉山講堂).

* Date: Aug. 26, 2010 (Thus.), 2:00 pm – 5:00 pm; Aug. 27, 2010 (Fri.), 9:20 am – 5:00 pm
Venue: E. Sun Lecture Hall, 3F, College of Management, NTU
(臺大管理學院一號館三樓玉山講堂)
Topics:1. Comparison of Forecasting Models
2. Volatility Estimation and Modeling Using High-Frequency Data
Speaker:Professor Peter Reinhard Hansen, Stanford University

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