Invited Session IS017
Financial and Macroeconometrics |
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Character | Name | Affiliation | Title |
Organizer | Zhijie Xiao | Fudan University | |
Chair | Zhijie Xiao | Fudan University | |
Speaker | Zhu Qianqian | Shanghai University of Finance and Economics | Panel Quantile GARCH Models Under Homogeneity |
Speaker | Wu Jilin | Xiamen University | Sign-Based Tests for Structural Changes in Multivariate Volatility |
Speaker | Dong Chaohua | Zhongnan University of Economics and Law | Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models |
Speaker | Song Xiaojun | Peking University | A Consistent Specification Test for Expectile Models |