1. Introduction In this note, I outline the main results in Scale Invariance, Bounded Rationality and Non-Equilibrium Economics (WP, 2009) by Sam Vazquez for use in a 5min presentation in Prof. Sargent's reading group. This paper presents an … [Continue reading]
Notes: Carr and Wu (2009)
1. Introduction In this note, I outline the main results in Variance Risk Premiums (RFS, 2009) by Peter Carr and Liuren Wu for use in a 5min presentation in Prof. Sargent's reading group. Carr and Wu (2009) develops a method for quantifying the … [Continue reading]
Notes: Hassan and Mertens (2011)
1. Introduction In this note, I outline the main results in Hassan and Mertens (2011)[1. See Tarek Hassan and Thomas Mertens] for use in a 5min presentation in Prof. Sargent's reading group. This paper asks the question: "Suppose that you air … [Continue reading]
Notes: Budish (2011)
1. Introduction In this note, I outline the results in Budish (2011)[1. Website: Eric Budish at Chicago Booth.] for a presentation in Prof. Sargent's reading group. Here are the slides themselves. This paper introduces a new concept for clearing … [Continue reading]
Financial Econometrics Software
1. Introduction In this note I outline the basic facts and rules of thumb about financial econometric software that is relevant for Rob Engle's Fall 2011 Financial Econometrics (2) PhD course.[1. As always, the usual disclaimer applies: these are my … [Continue reading]