Joint Seminar with Economics Department - Evaluating Interval Forecasts of High-Frequency Financial Data
Michael Clements is a Reader in Economics at the University of Warwick.
| Event information | |
|---|---|
| Date | 26 February 2003 |
| Time | 13:00-14:00 (Timezone: Europe/London) |
| Venue | ICMA Centre, Room G03/04 |
Event types: |
|
Prior to this, from 1988-95 he was a Research Officer at the Institute of Economics and Statistics in Oxford University and, from 1984-1998 an economist with Oxford Economic Forecasting. He is the editor of the International Journal of Forecasting and co-author of two books: Forecasting Economic Time Series, CUP, 1998, and Forecasting Non-stationary Economic Time Series, MIT Press, 1999 (both with David Hendry) and co-editor of A Companion to Economic Forecasting, Blackwells, 2002 (also with David Hendry). He has published many articles on top academic journals and given numerous conference presentations.
http://www.warwick.ac.uk/fac/soc/Economics/clements