Dr Matteo Barigozzi
Associate Professor Department of Statistics LSE
Research
High-Dimensional Time Series Analysis and Specifically on Large Dynamic Factor Models with Extensions to the Non-Stationary Setting
Visiting between:
(03 Feb 2020 - 13 Feb 2020)
Host: Alexey Onatskiy
Dr Simon Clinet
Keio University
Research
Statistical Inference, Stochastic Processes, Financial Statistics, Financial Econometrics, High Frequency Data, Market Microstructure, Limit Order Books
Visiting between:
(16 Dec 2019 - 21 Dec 2019)
Host: Alexey Onatskiy
Dr Yoann Potiron
Keio University
Research
Econometrics, Finance, High Frequency Data, Market Microstructure Noise, Limit Order Book
Visiting between:
(16 Dec 2019 - 21 Dec 2019)
Host: Alexey Onatskiy
Chaohua Dong
Zhongnan University of Economics and Law
Visiting between:
(03 Sep 2019 - 30 Oct 2019)
Host: Oliver Linton
Prof Yoon-Jae Whang
Seoul National University
Research
Econometrics
Visiting between:
(23 Jul 2019 - 25 Jul 2019)
Host: Oliver Linton
Prof Farshid Vahid-Araghi
Monash University
Research
Econometrics, Applied Economics, Time Series Analysis, Econometric Analysis of Experimental Data
Visiting between:
(15 Jul 2019 - 30 Jul 2019)
Host: Oliver Linton
Prof Heather Anderson
Monash University
Research
Econometrics, Nonlinear Time Series Analysis, Empirical Finance, Macro-econometrics
Visiting between:
(15 Jul 2019 - 30 Jul 2019)
Host: Oliver Linton
Jean-Yves Gnabo
University of Namur
Research
International Finance, Financial Econometrics, Systemic Risk Modelling, Contagion
Visiting between:
(11 Jun 2019 - 12 Jun 2019)
Host: Marco Valerio Geraci
Prof Wolfgang Härdle
Humboldt-Universität zu Berlin
Research
Smoothing Methods, Discrete Choice Models, Statistical Modeling of Financial Markets
Visiting between:
(19 May 2019 - 23 May 2019)
Host: Oliver Linton
Dr Yegor Klochkov
Humboldt-Universität zu Berlin
Visiting between:
(15 May 2019 - 30 May 2019)
Host: Oliver Linton
Prof Christiane Baumeister
Professor of Economics at the University of Notre Dame
Research
Empirical Macroeconomics
Visiting between:
(05 May 2019 - 12 May 2019)
Host: Oliver Linton
Dr Miguel Delgado
University Carlos III de Madrid
Research
Econometría
Visiting between:
(09 Mar 2019 - 29 Mar 2019)
Host: Oliver Linton
Dr Dominik Karos
School of Business and Economics at Maastricht University
Research
Cooperative game theory, power indices, and coalition formation
Visiting between:
(19 Nov 2018 - 23 Nov 2018)
Host: Oliver Linton
Dr Alexandra Soberon
University of Cantabria
Research
Estimation and testing of nonparametric and semiparametric models, the analysis of the individuals’ behavior through panel data techniques, empirical microeconomics with applications to firm’s technical efficiency.
Visiting between:
(01 Nov 2018 - 31 Jan 2019)
Host: Oliver Linton
Sven Panz
Goethe University Frankfurt
Research
Electronic Markets Engineering; Risk Management, Market Quality & Design; Algorithmic and High Frequency Trading
Visiting between:
(18 Sep 2018 - 15 Nov 2018)
Host: Oliver Linton
Tim Armstrong
Yale
Research
Econometrics, Industrial Organization. Applied Econometrics
Visiting between:
(17 Sep 2018 - 21 Sep 2018)
Host: Oliver Linton
Dr Mingli Chen
Warwick University
Research
Econometrics, Time Series Econometrics, Financial Econometrics, Industrial Organization
Visiting between:
(06 May 2018 - 12 May 2018)
Host: Alexey Onatskiy
Xiaohong Chen
Yale
Visiting between:
(19 Nov 2017 - 28 Nov 2017)
Host: Oliver Linton
Alain Chaboud
Federal Reserve
Visiting between:
(08 Oct 2017 - 12 Oct 2017)
Host: Oliver Linton
Songnian Chen
Hong Kong University of Science and Technology
Visiting between:
(22 May 2017 - 24 May 2017)
Host: Oliver Linton
Don Andrews
Yale University
Visiting between:
(15 May 2017 - 18 May 2017)
Host: Oliver Linton
Faustino Prieto Mendoza
University of Cantabria
Visiting between:
(01 Apr 2017 - 30 Apr 2017)
Host: Oliver Linton
Vera Zhao
Lancaster University Management School
Visiting between:
(05 Feb 2017 - 08 Feb 2017)
Host: Oliver Linton
Prof Wolfgang Härdle
Humboldt-Universität zu Berlin
Research
Smoothing Methods, Discrete Choice Models, Statistical Modeling of Financial Markets
Visiting between:
(31 Jan 2017 - 03 Feb 2017)
Host: Oliver Linton
Prof Wolfgang Härdle
Humboldt-Universität zu Berlin
Research
Smoothing Methods, Discrete Choice Models, Statistical Modeling of Financial Markets
Visiting between:
(08 Nov 2016 - 10 Nov 2016)
Host: Oliver Linton
Martina Mincheva
Fox School of Business, Temple University
Visiting between:
(06 Jun 2016 - 10 Jun 2016)
Host: Oliver Linton
Prof Whitney Newey
MIT
Visiting between:
(31 Mar 2016 - 02 Apr 2016)
Host: Richard Smith
Prof Gordon Anderson
University of Toronto
Research
Applied econometrics
Visiting between:
(15 Feb 2016 - 19 Feb 2016)
Host: Oliver Linton
Prof Yoon-Jae Whang
Seoul National University
Visiting between:
(18 Jan 2016 - 22 Jan 2016)
Host: Oliver Linton
Prof Roger Koenker
University of Illinois
Visiting between:
(30 Nov 2015 - 12 Dec 2015)
Host: Oliver Linton
Prof Offer Lieberman
Bar-Ilan
Research
Econometric Theory, Econometric Practice, Time Series Analysis
Visiting between:
(04 Oct 2015 - 14 Oct 2015)
Host: Richard Smith
Prof Jianqing Fan
Princeton
Visiting between:
(21 Sep 2015 - 02 Oct 2015)
Host: Oliver Linton
Prof Jon Wellner
University of Washington
Research
Large sample theory in statistics, theory of empirical processes and probability in Banach spaces, and efficient estimation for semiparametric models.
Visiting between:
(20 Sep 2015 - 25 Oct 2015)
Host: Oliver Linton
Marcelo Moreira
Escola Brasileira De Economia E Financas
Visiting between:
(04 Aug 2015 - 07 Aug 2015)
Host: Alexey Onatskiy
Prof Wolfgang Härdle
Humboldt University
Research
Smoothing Methods, Discrete Choice Models, Statistical Modeling of Financial Markets
Visiting between:
(01 May 2015 - 15 May 2015)
Host: Oliver Linton
Prof Timothy Guinnane
Yale University
Visiting between:
(06 Apr 2015 - 24 Apr 2015)
Host: Oliver Linton
Prof Joon Park
Indiana University
Research
Econometric theory, time series and financial econometrics
Visiting between:
(23 Mar 2015 - 06 Apr 2015)
Host: Oliver Linton
Prof Yoosoon Chang
Indiana University
Visiting between:
(23 Mar 2015 - 06 Apr 2015)
Host: Oliver Linton
Prof Yoon-Jae Whang
Seoul National
Visiting between:
(25 Jan 2015 - 06 Feb 2015)
Host: Oliver Linton
Prof Simon Lee
Seoul National
Research
Econometrics, Applied Microeconomics, Statistics
Visiting between:
(19 Jan 2015 - 23 Jan 2015)
Host: Oliver Linton
Prof Nikolaus Hautsch
University of Vienna
Research
Financial econometrics, empirical finance, market microstructure analysis, price discovery, estimation of volatility, liquidity, high-dimensional covariance prediction, systemic risk, financial network analysis
Visiting between:
(25 Nov 2014 - 30 Nov 2014)
Host: Oliver Linton
Prof Anders Rahbek
University of Copenhagen
Research
Time series analysis in finance and macro: co-integration analysis; bootstrap methods; count models; (stochastic) volatility and GARCH modeling; discrete time vs. continuous time modeling.
Visiting between:
(25 Jun 2014 - 09 Jul 2014)
Host: Oliver Linton
Prof Victor Chernozhukov
MIT
Visiting between:
(24 Jun 2014 - 26 Jun 2014)
Host: Oliver Linton
Prof Jean-Michel Zakoian
CREST
Research
Time Series, Theoretical and Financial Econometrics, Statistics.
Visiting between:
(31 May 2014 - 07 Jun 2014)
Host: Oliver Linton
Prof Thomas Rothenberg
University of California, Berkeley
Research
Inference in nonstationary time-series models; second order efficiency of tests
Visiting between:
(29 May 2014 - 06 Jun 2014)
Host: Oliver Linton
Prof Wolfgang Härdle
Humboldt University
Visiting between:
(23 May 2014 - 30 May 2014)
Host: Oliver Linton
Prof Michael Jansson
University of California, Berkeley
Visiting between:
(04 May 2014 - 10 May 2014)
Host: Oliver Linton
Prof Eric Ghysels
University of North Carolina
Research
MIDAS
Visiting between:
(28 Apr 2014 - 07 May 2014)
Host: Oliver Linton
Prof Jiti Gao
Monash
Visiting between:
(28 Apr 2014 - 10 May 2014)
Host: Oliver Linton
Prof Paul Embrechts
ETH
Visiting between:
(28 Apr 2014 - 02 Apr 2014)
Host: Oliver Linton
Prof Maureen O'Hara
Cornell
Research
Market microstructure
Visiting between:
(27 Apr 2014 - 02 May 2014)
Host: Oliver Linton
Prof Thierry Post
University of Bangor
Visiting between:
(21 Apr 2014 - 04 May 2014)
Host: Oliver Linton
Prof Peter Hansen
European University Institute
Research
Econometrics, Cointegration, Multiple Comparisons and Model Selection
Visiting between:
(06 Mar 2014 - 07 Mar 2014)
Host: Oliver Linton
Prof Andrew Patton
Duke
Visiting between:
(05 Mar 2014 - 07 Mar 2014)
Host: Oliver Linton
Marc Hallin
ECARES and Princeton
Research
Nonparametric and Robust Statistics
Visiting between:
(20 Jan 2014 - 23 Mar 2014)
Host: Oliver Linton