Benjamin Holcblat

Post-Doc./Assistant Prof. in Financial Economics

E-mail: Benjamin.Holcblat @ bi.no 

Address: Handelshøyskolen BI, Nydalsveien 37,0484 Oslo, Norway
Phone:(+47) 46 41 04 94  
Office: B4 098 


Upcoming


 



Main research fields

 Econometrics and Asset Pricing.


Preprints


"On the Empirical Saddlepoint Approximation, with Application to Asset Pricing.

         Presentations: Carnegie Mellon University (fin.&econ.),  Univ. of Copenhagen (math.), McGill (fin.),  BI, Univ. of Toulouse (TSE, x2), Univ. of Oslo (stat.& sto. ana.), Econometric society meetings among others


        Invited to a special issue of the Journal of Statistical Planning and Inference. 


"On Econometric Practices, Multiple Uses of the Same Data, and Past-Realized Data" with S. Grønneberg. (older version on arXiv)

         Presentations: Univ. Catholique de Louvain (CORE), Univ. of Oslo (stat.&econ.),  Tinbergen Institute (ector), Institut Henri Poincaré (Paris), European econometric society winter meeting among others.



"On Partial Sums of Smooth Functions of ARMAX Residuals" with S. Grønneberg.(available upon request)

         Presentations: Univ. of Oslo (math), CFE-ERCIM, Society of Nonlinear and Dynamics Econometrics.




Works in progress

 "Generalized Empirical Saddlepoint Approximation with Application to Asset Pricing" with C. Almeida.

“Estimation of Multivariate Log-GARCH-X Models” with S. Grønneberg and G. Sucarrat



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.