Seminar Slides

Aruoba, Diebold and Scotti, September 2008

Christensen, Diebold, Rudebusch and Strasser, Rio, July 2008

Discussion of Xavier Gabaix paper, Western Finance Assoc. Meeting, Hawaii, June 2008

Engle Festschrift Conference, June 2008 (Macroeconomic Volatility and Stock Market Volatility, Worldwide)

Royal Economic Society, March 2008

Mont Tremblant Risk Management, March 2008

Modeling and Forecasting Term Structures of Government Bond Yields

Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility

Discussion of Giacomini and Rossi’s “Non-Nested Model Selection in Unstable Environments” (FRB Cleveland)

Real-Time Price Discovery in Financial Asset Markets

Modeling and Forecasting Term Structures of Government Bond Yields (revised)