Day 1 - June 13
| Time | Event / Title | Presenting Author | Affiliation | Co-author(s) |
|---|---|---|---|---|
| 08h30-09h00 | Registration and welcome coffee | |||
| 09h00-09h50 | Prediction of bubbles in presence of alpha-stable aggregates moving averages | Arthur Thomas | University of Paris Dauphine - PSL | G. de Truchis and S. Fries |
| 09h50-10h40 | The causal-noncausal tail processes | Gourieroux Christian | University of Toronto,TSE and CREST | Y. Lu and C. Robert |
| 10h40-11h00 | Coffee break | |||
| 11h00-11h50 | Estimation of time series models by auto-distance covariances | Carlos Velasco | Universidad Carlos III de Madrid | X. Wang |
| 11h50-12h40 | Regularized Generalized Covariance (RGCov) | Joann Jasiak | York University | F. Giancaterini, A. Hecq, A. Neyazi |
| 12h40-14h00 | Lunch (catered) | |||
| 14h00-14h50 | Seasonality in mixed causal-noncausal processes | Tomás Del Barrio Castro | Universitat de les Illes Balears | A. Hecq and S. Telg |
| 14h50-15h40 | Testing for common roots in noncausal and noninvertible MARMA models | Daniel Velasquez Gaviria | Maastricht University | |
| 15h40-16h00 | Coffee break | |||
| 16h00-16h50 | Bubble detection with application to green bubbles: a noncausal approach | Alain Hecq | Maastricht University | F. Giancaterini, J. Jasiak, A. Neyazi |
| 16h50-17h40 | Sequential Monte Carlo for noncausal processes | Francesco Giancaterini | Universita di Roma | G. Cubadda, S. Grassi |
| 19h00 | Dinner (invitation) |
Day 2 - June 14
| Time | Event / Title | Presenting Author | Affiliation | Co-author(s) |
|---|---|---|---|---|
| 08h30-9h00 | Welcome coffee | |||
| 09h00-09h40 | Generalized covariance estimator under misspecification | Aryan Manafi Neyazi | York University | |
| 09h40-10h20 | Maximum likelihood estimation for non-stationary α-stable non-causal models | Gabriele Mingoli | Vrije Universiteit Amsterdam and Tinbergen Institute. | |
| 10h20-10h40 | Coffee break | |||
| 10h40-11h20 | Causal-noncausal state space models and the modelling of financial bubbles | Frederik Krabbe | Aarhus University | |
| 11h20-12h20 | Young Session |
Lison Christiaens Ludivine Vaudrée Julien Peignon |
Maastricht University and HEC Liege University of Orléans Université Paris Dauphine - PSL |
|
| 12h30-13h30 | Lunch (invitation) |