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Seminars, WETA@TES
  • 標題:CRETA Workshop on Advanced Econometrics 2
  • 公告日期:2009-08-05

 

 CRETA Workshop on Advanced Econometrics 2

Theme:

Martingale Hypothesis and Inference in Financial Econometrics

Speaker:

Prof. Yongmiao Hong

 

 

 

Department of Economics, Cornell University

 

Wang Yanan Institute for Studies in Economics, Xiamen University

Date:

August 20, 2009 (Thu.)

 

Host:

Center for Research in Econometric Theory and Application, CRETA

 

Taiwan Econometric Society

 

Department of Finance, National Taiwan University

Venue:

Room 103, College of Management Building 1, National Taiwan

 

University

Registration:

No charges for Taiwan Econometric Society members and National 

 

Taiwan University students and faculty. Other participants will be

 

charged NT$ 500. Please e-mail your registration form with subject

 

 “CRETA Workshop” to yclee17@ntu.edu.tw by noon Aug. 18th.

Program:  All lectures will be in English

 

Time

    Aug. 20 (Thu.)

Room 103, College of Management Building 1

 

8:30-9:00

Registration                    

 

9:00-10:20

 

Session 1:

 

Martingale Theory in Economics and Finance

 

 

 

10:20-10:40

Tea Break

 

10:40-12:00

 

Session 2:

 

Introduction to Econometric Inference Procedures for the Martingale Hypothesis

 

           

 

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  • 最後修改時間:2009-08-05 PM 4:01

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