MultiRisk
Conferences:
- Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas.
- AFFI Conference, 30 May-2 June 2017, Valence (S. Darolles)
- Econometric Society European Meeting, 21-25 August 2017, Lisbon (S. Darolles)
- CFE2018, 14 December 2018, Pisa (C. Francq)
- November 2017, Besançon, Workshop Analyse des séries temporelles (C Francq)
- CFE Conference, 12 December 2016, Seville (S. Darolles)
- Econometric Theory and Time Series Analysis Workshop, 19 September 2018, Paris. (C. Francq)
- MSDM 2018, 21 June 2018, Hammamet Tunisie. (C. Francq)
- 4th conference of the International Society for NonParametric Statistics, 11 - 15 June 2018, Salerno, Italy (C. Francq)
- MAF2018, 6 April 2018, Madrid (C. Francq)
- Intrinsic Liquidity in Conditional Volatility Models.
- Multinational Finance Society Seminar, 26 June 2016, Stockholm (S. Darolles)
- A Self-Exciting Model for Mutual Fund Flows: Investor Behaviour and Liability Risk.
- 16th Paris December International Finance Meeting, December 20, 2018 Paris, France (S. Darolles)
- Financial Time Series Workshop, CREST-ENSAE, December 3, 2018 Paris (S. Darolles)
- Illiquid asset and portfolio management.
- CFE, 14-16 December, 12th International Conference on Computational and Financial Econometrics (CFE 2018), Pisa (S. Darolles)
- Financial Time Series Workshop, CREST-ENSAE, December 3, 2018 Paris (S. Darolles)
- Liquidity Risk and Investor Behavior: Issues, Data and Models.
- Paris-Dauphine, House of Finance Days, 7 March 2017, Paris (S. Darolles)
- Quant Summit London, 15 March 2017, London (S. Darolles)
- AFG Risk Management Group, 9 MAY 2017, Paris (S. Darolles)
- AGEFI AM Tech Days, 9 October 2017, Paris (S. Darolles)
- AFG 2016, Paris (S. Darolles)
- Conseil Scientifique de l’AMF, Paris, 4 Avril 2016 (S. Darolles)
- Journées des Chaires de l’ILB, Paris, 24 June 2016 (S. Darolles)
- New Challenges for New Data in Economics and Finance, Toronto, 11 November 2016 (S. Darolles)
- Managing Hedge Fund Liquidity Risks
- The Role of Hedge Funds in …, 1-2 September 2017, Manchester (S. Darolles)
- Mc Gill University, Finance Seminar, 21 November 2017, Montreal (S. Darolles)
- Laval University, Finance Seminar, 24 November 2017, Laval (S. Darolles)
- CFE, 16-16 December, Organized session, London. (S. Darolles)
- Financial market liquidity: Who is acting strategically?
- Computational Financial Econometrics, CFE, Sevilla 9-11 Decembre 2016 (S. Darolles)
- 9th Annual SoFiE Conference, Hong Kong, 15 June 2016 (S. Darolles)
- Hedge fund portfolio management with illiquid assets
- EHL Finance Seminar, Lausanne, 15 April 2016 (S. Darolles)
- AFFI Conference, HEC Liege, 24 May 2016 (S. Darolles)
- ESEM Conference, Geneva, 24 August 2016 (S. Darolles)
- Count and duration time series with conditional stochastic order equal to the conditional mean order
- Econometrics, Finance and Statistics Workshop, Las Majadas de Pirque, 3 January 2019, Chili (C. Francq)
- Quetelet Seminar, 28 November 2018, Ghent University (C. Francq)
- Journéees MAS 2018, 29-31 août 2018, Dijon (C. Francq)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models.
- CFE 2017,
17 December 2017, London (C. Francq)
- Econometric Seminars, Carlos III 16 October 2017, Madrid (C. Francq)
- Financial Econometrics Conference, 14-15 September 2017, Heidelberg (C. Francq)
- European Meeting of Statisticians (EMS) 24-28 July 2017, Helsinki (C. Francq)
- Stochastic dynamical models in mathematical finance, econometrics, and actuarial sciences,
29 May to 2 June 2017, Lausanne (C. Francq)
- Lille Research Workshop on Statistics and Econometrics (LRWSE), 19 May 2017, Lille (C. Francq)
- Bivariate integer-autoregressive process with an application to mutual fund flows.
- Quantitative Finance and Financial Econometrics (QFFE 2019) 5 June-7 June 2019, Marseille (S. Darolles)
- AFFI Conference, 17 June-19 June 2019, Québec (S. Darolles)
- Timing the size risk premium.
- 5th Inter-Business Schools Finance Seminar Business School Conference, 11-12 April 2019, Reims (S. Darolles)
- Managing hedge fund liquidity risks.
- Commission Formation Recherche Af2i, 21 March 2019, Paris (S. Darolles)
- ESSEC Conference on Financial Markets and Risk Management, 26 June 2019, Paris (S. Darolles)
