Seminar Room 605, Level 6, FBE Building 111 Barry Street, Carlton, VIC 3053
Open to the public, registration is essential
Presenter: Professor John M. Maheu
BMO FINANCIAL GROUP CHAIR IN CAPITAL MARKETS
McMASTER UNIVERSITY, CANADA
This course will introduce Bayesian nonparametric methods for empirical modeling in economics and finance. The aim is to provide tools to incorporate these flexible modeling approaches into standard time-series models. Several applications will focus on models of volatility and asset pricing from finance. Background papers will be provided and detailed examples will be discussed in class.
The masterclass is open to anyone interested in Bayesian Econometrics and follows the Melbourne Bayesian Econometrics Workshop.
Attendance to both the workshop and the masterclass is free, although registration is required.