The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks
Talk, Econometric Models of Climate Change, Amsterdam, The Netherlands
Talks and presentations
The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks
Talk, International Association for Applied Econometrics Annual Conference, Oslo, Norway
The Difference-in-Variance Test for Asymmetry
Talk, Seminario Aleatorio, Instituto Tecnológico Autónomo de México (ITAM), México
The Economic and Financial Repercussions of COVID-19
Talk, World Pandemic Research Network 2021 Conference, WPRN
Nonfractional Memory: Filtering, Antipersistence, and Estimation
Talk, 10th Nordic Econometric Meeting, Stockholm, Sweden
Nonfractional Memory: Filtering, Antipersistence, and Forecasting
Talk, Long Memory Conference, Aalborg, Denmark
Nonfractional Memory: Filtering, Antipersistence, and Forecasting
Talk, International Association for Applied Econometrics Annual Conference, Montreal, Canada
Long Horizon Forecasts
Talk, 11th Computational and Financial Econometrics Conference, London, UK
Long Memory, Fractional Integration, and Cross-Sectional Aggregation
Talk, International Association for Applied Econometrics Annual Conference, Milano, Italy
Unbalanced Regressions and the Predictive Equation
Talk, Royal Economic Society Annual Conference, Brighton, UK
Long Memory and Cross-Sectional Aggregation
Talk, 4th Long Memory Symposium, Aarhus, Denmark
Unbalanced Regressions and the Predictive Equation
Talk, 8th Nordic Econometric Meeting, Helsinki, Finland
Spurious Forecasts?
Talk, XLII Congress of the Mexican Mathematical Society, México
Granger-Causality in the Presence of Structural Breaks
Talk, Mexican Colloquium of Mathematical Economics and Econometrics, México
Granger-Causality in the Presence of Structural Breaks
Talk, XLI Congress of the Mexican Mathematical Society, México