By Dr Rachida Ouysse

Conference Presentations

Ouysse R, 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

Ouysse R, 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

Ouysse R, 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

Ouysse R, 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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