Colin Gallagher
2 appearances in the program
Sessions & presentations
Recent Advances in Time Series Methodology
Co-Author
Presentation: Evaluating Value at Risk and Expected Shortfall Estimation via Point Process Approaches
Topic-Contributed Paper Session · Wed, Aug 7 , 10:30 AM
Recent Advances in Time Series Methodology
Speaker
Presentation: Penalized Estimation of Autocorrelation
Topic-Contributed Paper Session · Wed, Aug 7 , 10:30 AM