Program

• 10:00–10:50 Hiroumi Misaki (University of Tsukuba)

The SIML Estimation of Integrated Volatility and Covariance

• 11:00–11:50 Giulia Livieri (Scuola Normale Superiore di Pisa)

Asymptotic results for the Fourier estimator of the integrated quarticity

(Lunch break for 100 minutes)

• 13:30-14:20 Dan Crisan (Imperial College, London)

Modelling multi-period carbon markets using singular forward backward SDEs

• 14:30-15:20 Francesco Cordoni (Scuola Normale Superiore di Pisa)

Identification of Overdetermined and Noisy Structural VAR Models: The Collapsing-ICA Approach

• 15:40-16:30 Kazuhiro Yoshikawa (Hirosaki University)

Linear independence over countable sets and its applications to probability theory

• 16:40-17:30 Stefano Marmi (Scuola Normale Superiore di Pisa)

Coupling the Yoccoz–Birkeland population model with price dynamics: chaotic live-stock commodities market cycles

• 17:30–18:00 Free Discussion