CFE-Cmstatistics 2020 Book of Abstracts
CFE-CMStatistics 2020 PROGRAMME AND ABSTRACTS 14th International Conference on Computational and Financial Econometrics (Virtual CFE 2020) http://www.cfenetwork.org/CFE2020 and 13th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (Virtual CMStatistics 2020) http://www.cmstatistics.org/CMStatistics2020 19 – 21 December 2020 Computational and Methodological Statistics CMStatistics Computational and CFENetwork Financial Econometrics ⃝c ECOSTA ECONOMETRICS AND STATISTICS. All rights reserved. I CFE-CMStatistics 2020 ISBN 978-9963-2227-9-7 ⃝c 2020 - ECOSTA ECONOMETRICS AND STATISTICS All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted, in any other form or by any means without the prior permission from the publisher. II ⃝c ECOSTA ECONOMETRICS AND STATISTICS. All rights reserved. CFE-CMStatistics 2020 International Organizing Committee: Ana Colubi, Erricos Kontoghiorghes and Manfred Deistler. CFE 2020 Co-chairs: Anurag Banerjee, Scott Brave, Peter Pedroni and Mike So. CFE 2020 Programme Committee: Knut Are Aastveit, Alessandra Amendola, David Ardia, Josu Arteche, Anindya Banerjee, Travis Berge, Mon- ica Billio, Raffaella Calabrese, Massimiliano Caporin, Julien Chevallier, Serge Darolles, Luca De Angelis, Filippo Ferroni, Ana-Maria Fuertes, Massimo Guidolin, Harry Haupt, Masayuki Hirukawa, Benjamin Hol- cblat, Rustam Ibragimov, Laura Jackson Young, Michel Juillard, Edward Knotek, Robinson Kruse-Becher, Svetlana Makarova, Ilia Negri, Ingmar Nolte, Jose Olmo, Yasuhiro Omori, Jesus Otero, Michael Owyang, Alessia Paccagnini, Indeewara Perera, Jean-Yves Pitarakis, Tommaso Proietti, Artem Prokhorov, Tatevik Sekhposyan, Etsuro Shioji, Michael Smith, Robert Taylor, Martin Wagner and Ralf Wilke. CMStatistics 2020 Co-chairs: Tapabrata Maiti, Sofia Olhede, Michael Pitt, Cheng Yong Tang and Tim Verdonck.
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