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 






 



Main research fields

 Econometrics and Asset Pricing.


Papers


"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 Practice, Multiple Use 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, 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


Organization of conferences and seminars

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

Monday lunch seminar


Education


PhD in Financial Economics, Carnegie Mellon University, Pittsburgh, 2012. 

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

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