GC2021 – Videos

Last Updated on September 11, 2022 by Marcin Błażejowski

More materials soon…

Giulio Palomba – Reconciling TEV and VaR in Active Portfolio Management: A New Frontier

Keynote speech: Mark Steel – Bayesian Model Averaging
Riccardo Lucchetti, Luca Pedini – Parallelized BMA: the ParMA package
Marcin Błażejowski, Jacek Kwiatkowski – BMA related packages in gretl
Artur Tarassow – Working with gretl and the sublime editor to boost productivity
Gerardo Sebastián Díaz Muro – “LocalProjection“: Estimating IRFs with local projections

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