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Invited Session IS017

Financial and Macroeconometrics
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
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