“Forecasting Conditional Covariance Matrices in High-dimensional Time Series : a General Dynamic Factor Approach“ by Marc Hallin, Luiz K. Hotta, João H. G. Mazzeu, Carlos Trucios, Pedro L. Valls Pereira and Mauricio Zevallos
Daily Archives: 11 June 2019
Francqui Chair for Estelle Cantillon
We are proud to announce that our colleague Estelle Cantillon received a Francqui chair of the Université Saint-Louis. The inaugural lesson will take place on March 11 and is entitled “En revisitant Hayek: comment concevoir les marchés pour qu’ils atteignent leurs objectifs”.