PROGRAM FOR THURSDAY, JANUARY 25TH: TALK VIEW
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View: with abstractssession overview
9:00
9:30
10:00
10:30
11:00
11:30
12:00
12:30
13:00
13:30
14:00
14:30
15:00
15:30
16:00
16:30
17:00
17:30
18:00
18:30
19:00
19:30
20:00
20:30
21:00
21:30
22:00
22:30
08:50-09:00 Opening
09:00-09:20
Riccardo Degasperi
09:40-10:00
Luca Fierro, Mario Martinoli
10:00-10:20
Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa, Elisabetta Mirto
09:00-09:20
Runfeng Yang, Massimiliano Caporin, Juan Angel Jimenez Martin
09:20-09:40
Juan C. Reboredo, Andrea Ugolini, Javier Ojea-Ferreiro
09:40-10:00
Gianluca Gucciardi, Elisa Ossola, Lucia Visconti Parisio, Matteo Pelagatti
10:00-10:20
Angelica Gianfreda, Giacomo Scandolo, Derek W. Bunn
09:00-09:20
Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin, Giovanni Ricco
09:40-10:00
Simone Boccaletti, Paolo Maranzano, Caterina Morelli, Elisa Ossola
10:00-10:20
Jonas Bruhin, Rolf Scheufele, Yannic Stucki
11:00-11:20
Natural gas prices and unnatural propagation effects: the role of inflation expectations in the Euro
Maximilian Boeck, Thomas Zörner
11:20-11:40
Marta Maria Pisa, Francesco Simone Lucidi, Massimiliano Tancioni
11:40-12:00
M. Ferrari Minesso, J.F. Adolfsen, I. Van Robays, J.E. Mork
12:00-12:20
Chiara Casoli, Matteo Manera, Daniele Valenti
11:00-11:25
F. Carlini, B.J. Christensen, N. Datta Gupta, P. Santucci de Magistris
11:25-11:50
Emanuele Campiglio, Luca De Angelis, Paolo Neri, Ginevra Scalisi
11:50-12:15
M. Coronese, F. Crippa, F. Lamperti, F. Chiaromonte, A. Roventini
11:00-11:20
Frederik Krabbe, Leopoldo Catania, Andrew Harvey
11:40-12:00
Leopoldo Catania, Enzo D'Innocenzo, Alessandra Luati
12:00-12:20
Camilla Mastromarco, Leopold Simar, Ingrid Van Keilegom
11:00-11:20
Giuseppe Buccheri, Roberto Renò, Giorgio Vocalelli
11:20-11:40
Robinson Kruse-Becher
11:40-12:00
Luca Benati
13:30-14:00
Giovanni Cerulli
15:00-15:20
Stefano Grassi, Francesco Ravazzolo, Joaquin Vespignani, Giorgio Vocalelli
15:20-15:40
Parisa Pakrooh, Matteo Manera
15:40-16:00
Ilenia Romani, Chiara Casoli, Sergio Vergalli
16:00-16:20
Chiara Casoli, Riccardo Lucchetti
15:00-15:20
Michael Bates, Seolah Kim
15:20-15:40
Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
Malvina Marchese, Ioannis Kyriakou, Michael Tamvakis, Francesca Di Iorio
15:40-16:00
Christiane Baumeister, Florian Huber, Massimiliano Marcellino
16:00-16:20
Luca Rossini, Francesco Ravazzolo
15:00-15:20
Andrea Cipollini, Fabio Parla
15:40-16:00
Graziano Moramarco, Emanuele Bacchiocchi, Andrea Bastianin
16:00-16:20
Chiara Casoli, Matteo Manera, Parisa Pakrooh, Daniele Valenti
15:20-15:40
Niels Gillmann, Ostap Okhrin
15:40-16:00
Observation-driven models with non-stationary stochastic trends and mixed causal non-causal dynamics
Gabriele Mingoli, Francisco Blasques, Siem Jan Koopman
16:00-16:20
Antonio Candelieri, Simone Frigerio, Paolo Maranzano, Matteo Pelagatti
17:00-17:20
Lorenzo Trapani, Lajos Horvath, Benjamin Cooper Boniece
17:20-17:40
Greta Goracci, Davide Ferrari, Simone Giannerini, Francesco Ravazzolo
17:40-18:00
Elena Pesavento, Alessia Scudiero
18:00-18:20
Fabian Knorre, Martin Wagner
17:00-17:20
Jan Ditzen, Erkal Ersoy, Francesco Ravazzolo
17:20-17:40
Niaz Bashiri Behmiri, Carlo Fezzi, Francesco Ravazzolo
17:40-18:00
Maria Francisca Carvalho
18:00-18:20
Luca Onorante, Florian Huber, Michael Pfarrhofer
17:00-17:20
Emilija Dzuverovic, Matteo Barigozzi
17:20-17:40
Alessandro Casini
17:40-18:00
Riccardo Lucchetti, Luca Pedini
18:00-18:20
Consistent and efficient misspecification resistant model selection for vectorial time series models
Simone Giannerini, Greta Goracci, Gery Andres Diaz-Rubio
17:00-17:25
A. Musolesi, M. Mazzanti, J.M. Rodriguez Poo, A. Soberon
17:25-17:50
Alessio Moneta, David Stern
17:50-18:15
Michele Cascarano, Filippo Natoli, Andrea Petrella
20:30-22:30 Conference Dinner
10:30-11:00 Coffee Break
12:30-13:30 Lunch Break
16:30-17:00 Coffee Break
