Conferences | Debora Loccisano

Jump Clustering and Tail Risk for energy commodities. Lynda Khalaf, Arturo Leccadito and Debora Loccisano. Developments in Economics, Econometrics and Finance Conference, Rimini (online), March 5, 2022.
Jump Clustering and Tail Risk for energy commodities. Lynda Khalaf, Arturo Leccadito and Debora Loccisano. Canadian Economics Association Conference, Ottawa, June 4, 2022.
Clustering and Tail Risk for energy commodities. Lynda Khalaf, Arturo Leccadito and Debora Loccisano. 28th International Conference on Computing in Economics and Finance, Dallas, June 18, 2022.
Identification Robust Confidence Sets with Application to Tail Risk Measures. L. Khalaf, A. Leccadito and D. Loccisano.CIREQ, Recent Developments in Econometrics, Montreal, May 5, 2023.
Predictive Identification Robust Confidence Sets with Application to Tail Risk Measures. Khalaf, A. Leccadito and D. Loccisano.Canadian Econometric Study Group Meeting, Hamilton, October 28, 2023.