Dr. W.W. (Wing Wah) Tham

Dummy
Erasmus School of Economics (ESE)
Erasmus University Rotterdam
Former Associate Member ERIM
Field: Finance & Accounting
Former Member ERIM
Field: Finance & Accounting
Affiliated since 2009

Events (74)

2017
May
30
Fixed-Effect Regressions on Network Data
Research Seminar
As: Contact, Coordinator
2015
December
09
Finance Brownbag Seminar
Research Seminar
As: Speaker
2015
November
26
Credit Ratings and the Pricing of Collateralized Debt Obligations
Research Seminar
As: Contact, Coordinator
2015
November
09
Quantile Spatial Autoregressive Model
Research Seminar
As: Contact, Coordinator
2015
July
09
An Articial Counterfactuat Approach for Aggregate Data
Research Seminar
As: Contact, Coordinator
2015
June
18
Long-term Mean Credit Spread Curves
Research Seminar
As: Contact, Coordinator
2015
June
11
Weighted-average Least Squares
Research Seminar
As: Contact, Coordinator
2015
June
04
Leontief Model: How to Make the Economics Productive
Research Seminar
As: Contact, Coordinator
2015
May
28
Statistics of Heteroskedastic Extremes
Research Seminar
As: Contact, Coordinator
2015
May
21
The Intrafirm Complexity of Systemically Important Financial Institutions
Research Seminar
As: Coordinator
2015
May
21
Survey of the Theory of Extremat Problems
Research Seminar
As: Coordinator, Contact
2015
May
07
Shrinkage Estimation of High- Dimensional Factor Models with Structura[ lnstabitities
Research Seminar
As: Contact, Coordinator
2015
April
23
ls a Normal Coputa the Right Coputa?
Research Seminar
As: Contact, Coordinator
2015
March
26
Volatility and Firm Specific News Arrival
Research Seminar
As: Coordinator
2015
March
05
Likelihood Evaluation of High-Dimensional Spatial Latent
Research Seminar
As: Coordinator
2015
March
03
Outlier Detection Algorithms for Least Squares Time Series
Research Seminar
As: Coordinator
2015
February
26
TRENDs in Distributional Characteristics: Existence of Global Warming
Research Seminar
As: Coordinator
2015
February
12
A Flexible Framework for Regularized Low-rank Matrix Estimation
Research Seminar
As: Coordinator
2015
January
29
First-Passage-Time in Discrete Time
Research Seminar
As: Coordinator
2014
December
11
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
Research Seminar
As: Contact
2014
December
04
Financial Crises and the State of the Real Economy: An Extreme Value Approach
Research Seminar
As: Coordinator
2014
November
27
A New Regression-Based Tail Index Estimator
Research Seminar
As: Coordinator
2014
November
20
Trading Fast and Slow: Colocation and Liquidity
Research Seminar
As: Coordinator
2014
November
06
Information Rigidities and the News-Adjusted Output Gap
Research Seminar
As: Coordinator
2014
October
16
Estimating Structural Parameters in Regression Models with Adaptive Learning
Research Seminar
As: Coordinator
2014
September
25
Econometric Seminar by Andrea Carriero
Research Seminar
As: Coordinator
2014
September
18
Bank Credit Risk Networks: Evidence from the Eurozone Crisis
Research Seminar
As: Coordinator
2014
September
04
How Do Short-sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands
Research Seminar
As: Coordinator
2014
June
26
High-frequency Data Modeling Using Hawkes Processes
Research Seminar
As: Contact, Coordinator
2014
May
09
Econometric Seminar by Soren Johansen
Research Seminar
As: Contact, Coordinator
2014
May
08
An Exchange Rate Model with Market Pressures and Contagion Effect
Research Seminar
As: Coordinator, Contact
2014
May
01
Profile-score Adjustments for Incidental-parameter Problems
Research Seminar
As: Coordinator
2014
May
01
Profile-score Adjustments for Incidental-parameter Problems
Research Seminar
As: Contact, Coordinator
2014
April
17
Exact Optimisation Using Simulated Annealing, Adaptive Temperature Reduction, and Sequential Monte Carlo
Research Seminar
As: Contact, Coordinator
2014
April
10
Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns
Research Seminar
As: Contact, Coordinator
2014
April
03
A Bayesian Approach for Robust Analysis of Choice Data
Research Seminar
As: Coordinator
2014
March
27
Volatility Risk Premia and Exchange Rate Predictability
Research Seminar
As: Contact, Coordinator
2014
March
13
A Nonparametric Estimator for the Covariance Function of Functional Data
Research Seminar
As: Coordinator
2014
March
06
Unexplained Factors and Their Effects on Second Pass Rsquared's and T-tests
Research Seminar
As: Contact, Coordinator
2014
February
20
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Research Seminar
As: Coordinator
2014
February
13
A Bayesian Test for Multimodality with Applications to DNA and Economic Data
Research Seminar
As: Coordinator
2014
February
07
Modeling Preference Change through Brand Satiation
Research Seminar
As: Coordinator
2014
February
06
Fiscal Spillovers in the Euro Area
Research Seminar
As: Coordinator
2013
November
28
Latent Topic Modeling of Consumer Reviews: Linking Text Evaluations to Customer Satisfaction and Brands
Research Seminar
As: Coordinator
2013
November
21
Assessing Asset Purchases within the ECB’s Securities Markets Programme
Research Seminar
As: Coordinator
2013
November
14
Macroeconomic Factors Strike Back: A Bayesian Change- Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Research Seminar
As: Coordinator
2013
October
31
A Unified Theory for Time Varying Models: Foundations and Applications in the Presence of Breaks and Heteroscedasticity (and some results on Companion and Hessenberg Matrices)
Research Seminar
As: Coordinator
2013
October
24
Efficient Inference with Time-Varying Identification Strength
Research Seminar
As: Coordinator
2013
October
10
On Joint Dimension Reduction and Clustering of Categorical Data
Research Seminar
As: Coordinator
2013
September
19
Forecasting with many Predictors: Allowing for Non-linear Effects
Research Seminar
As: Coordinator
2013
June
20
Relaxing Monotonicity in the Identification of Local Average Treatment Effects
Research Seminar
As: Coordinator
2013
June
13
A Kernel Based Bootstrap Method for Dependent Processes
Research Seminar
As: Coordinator
2013
June
06
Level Shifts in a Potentially Long Memory Framework: A State-Space Approach
Research Seminar
As: Coordinator
2013
May
30
How Much Do Children Learn in Education Systems Around the World?
Research Seminar
As: Coordinator
2013
May
23
A Forward-Looking Model of the Term Structure of Interest Rates
Research Seminar
As: Coordinator
2013
May
16
An Almost Closed Form Estimator for the EGARCH Model
Research Seminar
As: Coordinator
2013
April
18
Dynamic Conditional Correlation Models for Realized Covariance Matrices
Research Seminar
As: Coordinator
2013
April
04
Non-linear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects
Research Seminar
As: Coordinator
2013
February
26
Histogram Time Series Forecasting: An Application in Finance
Research Seminar
As: Coordinator
2013
January
31
Concept-Based Bayesian Model Averaging and Growth Empirics
Research Seminar
As: Coordinator
2013
January
24
Stemming the Big Crash: A Triple Hazard Analysis of Price and Sales Crashes of New Products
Research Seminar
As: Coordinator
2012
December
13
Dynamic Conditional Correlation Models for Realized Covariance Matrices
Research Seminar
As: Coordinator
2012
December
06
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates
Research Seminar
As: Coordinator
2012
November
29
One-Sided Representations of Generalized Dynamic Factor Models
Research Seminar
As: Coordinator
2012
November
26
Detecting Crises, Jumps, and Changes in Regime
Research Seminar
As: Coordinator
2012
November
22
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors
Research Seminar
As: Coordinator
2012
November
15
Recalibrated Opinion Pools
Research Seminar
As: Coordinator
2012
November
08
Semi-nonparametric estimation of a call price surface under no-arbitrage constraints
Research Seminar
As: Coordinator
2012
November
01
Analysing Fixed Event Forecast Revision
Research Seminar
As: Coordinator
2012
October
18
Nowcasting GDP in Real-Time: A Density Combination Approach
Research Seminar
As: Coordinator
2012
October
11
COMFORT-CCClass: A Common Market Factor Returns Model for Density Prediction and Portfolio Allocation
Research Seminar
As: Coordinator
2012
October
04
Crime after a Fertility Shock: Offending Behaviour of the ’Children of the Wall
Research Seminar
As: Coordinator
2012
September
19
Identifying the impact of political uncertainty on asset prices
Research Seminar
As: Speaker
2009
May
13
Arbitrage Opportunities: a Blessing or a Curse?
Research Seminar
As: Speaker

Address

Visiting address

Office: Tinbergen Building H11-31
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Research Initiatives