Benjamin Holcblat

Research fellow (Assistant Chercheur)

E-mail: benjamin dot holcblat at uni dot lu 

Office Phone: (+352) 46 66 44 68 08
Address: University of Luxembourg, Luxembourg School of Finance, 2B Rue Albert Borschette, L-1246 Luxembourg
Office: KB2 E02 017 

News


 



Main research fields

 Econometrics and Asset Pricing.


Preprints




"Why Has Econometric Inference Been Possible?" with S. Grønneberg. 


"Limit Theorems for Residuals from VARMAX Models with Potentially Serially Correlated Errors" with S. Grønneberg.


"On GFI Adequacy" with S. Grønneberg.



Teaching

 Econometric Theory for Structural Inference in Finance (PhD, BI), Mini-course on GMM (PhD, BI), Analysis of Financial Data (undergrad., BI), Empirical methods in Finance (undergrad., BI), Finance (undergrad. core course, Carnegie Mellon University).  



Organization of conferences and seminars

BI-SHoF Conference, June 5-6th 2015.

Monday lunch seminar


Education


Ph.D. in Financial Economics, Carnegie Mellon University, Pittsburgh, 2012. 

M.Sc. in Finance,  Carnegie Mellon University, Pittsburgh, 2009.

M.Res. in Economics, University of Paris at Panthéon Sorbonne-Paris School of Economics, 2007.

"Economist-Statistician" diploma, INSEE-ENSAE ParisTech, 2007.