I’m more than honored to announce that our paper “Dynamic Partial Correlation Models” – co-authored with professor Andre Lucas – has been accepted for presentation and thus included in the 33rd (EC)^2 Conference’s Program.
We’ll be presenting and discussing our paper during Session 1: Covariance Matrix Estimation.
It is such a great opportunity for us to present our work, where we introduced a new, easily scalable model for dynamic conditional correlation matrices based on a recursion of dynamic bivariate partial correlation models. You can check out the Full Discussion Paper here or take a look at the Poster that we presented at NESG 15th Meeting last spring.
As usual, feel free to leave a comment below or contact us for feedback, suggestions or questions.
About the conference:
The EC^2 conference is a serie of annual international conferences on quantitative economics and econometrics, that dates back to 1990. The acronym stands for European Conferences of the Econom(etr)ics Community (thus, EC…squared). The aim of the conference is to engage both senior and junior European researchers in dense and intensive, small scale (less than 100 participants) sessions.
Generally, very few leading quantitative economists or econometricians are invited as keynote speakers, while the other speakers are selected on the basis of the quality of their submitted papers.