ORCID as entered in ROS
https://orcid.org/0000-0001-6107-8707
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Conference Presentations
, 2012, 'Efficientestimationofhighdimensionalfactormodelsundercrosssectionaldependence', presented at 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012), Oviedo, Spain, 01 December 2012 - 03 December 2012, http://www.cfe-csda.org/cfe12/BoA.pdf
, 2012, 'Comparison of Bayesian Moving Average and Principal Component Forecasts for Large Dimensional Factor Models', presented at 2012/22nd NZESG Meeting, Wellington, New Zealand, 23 February 2012 - 24 February 2012
, 2010, 'New Evidence on the time varying risk aversion from a dynamic multinomial logit augmented C-CAPM', presented at Australian Conference of Economists, Sydney, 27 September 2010 - 29 September 2010
, 2008, 'Finite Sample Properties of the Dependent Bootstrap for Conditional moments Models', presented at 2nd International Workshop on Computational and Financial Economics, Neuchatel, Switzerland, 19 June 2008 - 21 June 2008
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https://orcid.org/0000-0001-6107-8707