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Abstracts and Papers

See the list of confirmed speakers with downloadable abstracts and papers:

Abstracts:

Kjersti Aas: Pair-copula constructions – even more flexible than copulas (pdf, 46,0 kb)

Lorán Chollete: A Model of Endogenous Extreme Events (pdf, 25,3 kb)

Victor De la Peña: On Estimating Threshold Crossing Times with Applications to Cancer Research and Climate Change (pdf, 41,9 kb)

Amos Golan: Extreme Events and Info-Metrics (pdf, 20,5 kb)

Iuliana Ismailescu: Savior or Sinner? Credit Default Swaps and the Market for Sovereign Debt (pdf, 64,6 kb)

Toru Kitagawa: Robust Bayes Inference and Intersection Bounds: Lower Probability Inference with a Class of
Optimistic Priors
(pdf, 27,5 kb)

Jingchen Liu: Some Asymptotic Results and Computation Methods of Gaussian Random Fields (pdf, 9,74 kb)

Jingchen Liu: Tail Approximations of Integrals of Gaussian Random Fields (pdf, 506 kb)

Charles F. Manski: Choosing Treatment Policies Under Ambiguity (pdf, 46,7 kb)

Robert Rich: Macro Forecasts, Uncertainty and Tail Risk Assessment: Evidence from the ECB Survey of Professional Forecasters (pdf, 24,9 kb)

Marzena Rostek: Price Inference in Small Markets (pdf, 23,3 kb)

Joerg Stoye: Minimax Regret Treatment Choice with Covariates or with Limited Validity of Experiments (pdf, 61,1 kb)

Joerg Stoye: Axioms for Minimax Regret Choice Correspondences (pdf, 44,2 kb)

David Schmeidler: Dynamics of Inductive Inference in a Uni ed Framework (pdf, 50,4 kb)

Papers:

Kjersti Aas: Pair-copula constructions of multiple dependence (pdf, 1,24 mb)

Lorán Chollete: A Model of Endogenous Extreme Events (pdf, 318 kb)

Richard A. Davis: Estimating External Dependence In Univariate And Multivariate Time Series Via The Extremogram (pdf, 237 kb)

Victor De la Peña: On Estimating Threshold Crossing Times (pdf, 330 kb)

Victor De la Peña: How long will it take? (pdf, 1,22 mb)

Iuliana Ismailescu: Savior or Sinner? Credit Default Swaps and the Market for Sovereign Debt (pdf, 291 kb)

Toru Kitagawa: Robust Bayes Inference and Intersection Bounds: Pessimistic Inference with a Class of Optimistic Priors (pdf, 197 kb)

Jingchen Liu: Efficient Monte Carlo for High Excursions of Gaussian Random Fields (pdf, 426 kb)

Jingchen Liu: Tail Approximations of Integrals of Gaussian Random Fields (pdf, 506 kb)

Charles F. Manski: Choosing Treatment Policies Under Ambiguity (pdf, 219 kb)

Robert Rich: Macro Forecasts, Uncertainty and Tail Risk Assessment: Evidence from the ECB Survey of Professional Forecasters (pdf, 227 kb)

Marzena Rostek: Price Inference in Small Markets (pdf, 513 kb)

David Schmeidler: Dynamics of Inductive Inference in a Unified Framework (pdf, 254 kb)

Jörg Stoye: Minimax Regret Treatment Choice with Covariates or with Limited Validity of Experiments (pdf, 456 kb)

Jörg Stoye: Axioms for Minimax Regret Choice Correspondences (pdf, 346 kb)