The Econometrics Journal News

Prize Winning Videos Now Available

  • Published Date: 21 May 2015

Managing Risk in Financial Markets

Unified treatment of Estimation Problems

Prize Winning Videos Now Available.

Managing Risk in Financial Markets

How can we better manage risk in financial markets? One way is to understand more about volatility. Fabrizio Ferriani of the Bank of Italy shows how.
His research received the Denis Sargan prize at the Royal Economic Society annual conference 2014 in Manchester.

View the video:


To read his winning paper click
http://onlinelibrary.wiley.com/doi/10.1111/ectj.2012.15.issue-2/issuetoc

On Econometrics and Unified treatment of Estimation Problems

Koen Jochmans of Sciences Po speaks to Mark Thoma about his research and winning the Sargan Prize for outstanding research in The Econometrics Journal. In this video the role of Econometrics is discussed together with his research which provides a novel, unified treatment of a class of estimation problems that has partially been studied before, but also includes interesting new problems.

His research received the Denis Sargan prize at the Royal Economic Society annual conference 2015 in Manchester.

View the video


To read his winning paper click
http://onlinelibrary.wiley.com/doi/10.1111/ectj.12008/abstract

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