BEGIN:VCALENDAR
PRODID:-//SiteBuilder 2//University of Warwick ITS Web Team//EN
VERSION:2.0
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-TIMEZONE:Europe/London
X-LIC-LOCATION:Europe/London
BEGIN:VTIMEZONE
TZID:Europe/London
LAST-MODIFIED:20201010T011803Z
TZURL:http://tzurl.org/zoneinfo/Europe/London
X-LIC-LOCATION:Europe/London
X-PROLEPTIC-TZNAME:LMT
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+000115
TZOFFSETTO:+0000
DTSTART:18471201T000000
END:STANDARD
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19160521T020000
RDATE:19170408T020000
RDATE:19180324T020000
RDATE:19190330T020000
RDATE:19200328T020000
RDATE:19210403T020000
RDATE:19220326T020000
RDATE:19230422T020000
RDATE:19240413T020000
RDATE:19270410T020000
RDATE:19300413T020000
RDATE:19330409T020000
RDATE:19340422T020000
RDATE:19350414T020000
RDATE:19380410T020000
RDATE:19390416T020000
RDATE:19400225T020000
RDATE:19460414T020000
RDATE:19470316T020000
RDATE:19480314T020000
RDATE:19490403T020000
RDATE:19530419T020000
RDATE:19540411T020000
RDATE:19570414T020000
RDATE:19600410T020000
RDATE:19680218T020000
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19161001T030000
RDATE:19170917T030000
RDATE:19180930T030000
RDATE:19190929T030000
RDATE:19201025T030000
RDATE:19211003T030000
RDATE:19221008T030000
RDATE:19391119T030000
RDATE:19471102T030000
RDATE:19481031T030000
RDATE:19491030T030000
RDATE:19711031T030000
END:STANDARD
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19230916T030000
RRULE:FREQ=YEARLY;UNTIL=19240921T020000Z;BYMONTH=9;BYMONTHDAY=16,17,18,19
 ,20,21,22;BYDAY=SU
END:STANDARD
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19250419T020000
RRULE:FREQ=YEARLY;UNTIL=19260418T020000Z;BYMONTH=4;BYMONTHDAY=16,17,18,19
 ,20,21,22;BYDAY=SU
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19251004T030000
RRULE:FREQ=YEARLY;UNTIL=19381002T020000Z;BYMONTH=10;BYMONTHDAY=2,3,4,5,6,
 7,8;BYDAY=SU
END:STANDARD
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19280422T020000
RRULE:FREQ=YEARLY;UNTIL=19290421T020000Z;BYMONTH=4;BYMONTHDAY=16,17,18,19
 ,20,21,22;BYDAY=SU
END:DAYLIGHT
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19310419T020000
RRULE:FREQ=YEARLY;UNTIL=19320417T020000Z;BYMONTH=4;BYMONTHDAY=16,17,18,19
 ,20,21,22;BYDAY=SU
END:DAYLIGHT
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19360419T020000
RRULE:FREQ=YEARLY;UNTIL=19370418T020000Z;BYMONTH=4;BYMONTHDAY=16,17,18,19
 ,20,21,22;BYDAY=SU
END:DAYLIGHT
BEGIN:DAYLIGHT
TZNAME:BDST
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
DTSTART:19410504T020000
RDATE:19450402T020000
RDATE:19470413T020000
END:DAYLIGHT
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
DTSTART:19410810T030000
RRULE:FREQ=YEARLY;UNTIL=19430815T010000Z;BYMONTH=8;BYMONTHDAY=9,10,11,12,
 13,14,15;BYDAY=SU
END:DAYLIGHT
BEGIN:DAYLIGHT
TZNAME:BDST
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
DTSTART:19420405T020000
RRULE:FREQ=YEARLY;UNTIL=19440402T010000Z;BYMONTH=4;BYMONTHDAY=2,3,4,5,6,7
 ,8;BYDAY=SU
END:DAYLIGHT
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
DTSTART:19440917T030000
RDATE:19450715T030000
RDATE:19470810T030000
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19451007T030000
RRULE:FREQ=YEARLY;UNTIL=19461006T020000Z;BYMONTH=10;BYMONTHDAY=2,3,4,5,6,
 7,8;BYDAY=SU
END:STANDARD
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19500416T020000
RRULE:FREQ=YEARLY;UNTIL=19520420T020000Z;BYMONTH=4;BYMONTHDAY=14,15,16,17
 ,18,19,20;BYDAY=SU
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19501022T030000
RRULE:FREQ=YEARLY;UNTIL=19521026T020000Z;BYMONTH=10;BYMONTHDAY=21,22,23,2
 4,25,26,27;BYDAY=SU
END:STANDARD
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19531004T030000
RRULE:FREQ=YEARLY;UNTIL=19601002T020000Z;BYMONTH=10;BYMONTHDAY=2,3,4,5,6,
 7,8;BYDAY=SU
END:STANDARD
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19550417T020000
RRULE:FREQ=YEARLY;UNTIL=19560422T020000Z;BYMONTH=4;BYMONTHDAY=16,17,18,19
 ,20,21,22;BYDAY=SU
END:DAYLIGHT
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19580420T020000
RRULE:FREQ=YEARLY;UNTIL=19590419T020000Z;BYMONTH=4;BYMONTHDAY=16,17,18,19
 ,20,21,22;BYDAY=SU
END:DAYLIGHT
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19610326T020000
RRULE:FREQ=YEARLY;UNTIL=19630331T020000Z;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19611029T030000
RRULE:FREQ=YEARLY;UNTIL=19671029T020000Z;BYMONTH=10;BYMONTHDAY=23,24,25,2
 6,27,28,29;BYDAY=SU
END:STANDARD
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19640322T020000
RRULE:FREQ=YEARLY;UNTIL=19670319T020000Z;BYMONTH=3;BYMONTHDAY=19,20,21,22
 ,23,24,25;BYDAY=SU
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:BST
TZOFFSETFROM:+0100
TZOFFSETTO:+0100
DTSTART:19681026T230000
END:STANDARD
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19720319T020000
RRULE:FREQ=YEARLY;UNTIL=19800316T020000Z;BYMONTH=3;BYMONTHDAY=16,17,18,19
 ,20,21,22;BYDAY=SU
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19721029T030000
RRULE:FREQ=YEARLY;UNTIL=19801026T020000Z;BYMONTH=10;BYMONTHDAY=23,24,25,2
 6,27,28,29;BYDAY=SU
END:STANDARD
BEGIN:DAYLIGHT
TZNAME:BST
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
DTSTART:19810329T010000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19811025T020000
RRULE:FREQ=YEARLY;UNTIL=19891029T010000Z;BYMONTH=10;BYMONTHDAY=23,24,25,2
 6,27,28,29;BYDAY=SU
END:STANDARD
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19901028T020000
RRULE:FREQ=YEARLY;UNTIL=19951022T010000Z;BYMONTH=10;BYDAY=4SU
END:STANDARD
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0000
TZOFFSETTO:+0000
DTSTART:19960101T000000
END:STANDARD
BEGIN:STANDARD
TZNAME:GMT
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
DTSTART:19961027T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTAMP:20260406T043415Z
DTSTART;VALUE=DATE-TIME:20240311T140000
DTEND;VALUE=DATE-TIME:20240311T153000
SUMMARY:Econometrics Seminar - Jordi Llorens Terrazas (Surrey)
TZID:Europe/London
UID:20240311-8a17841a8af5770a018aff1a0c26780a@warwick.ac.uk
CREATED:20231212T170225Z
DESCRIPTION:Title (provisional): An Oracle Inequality for Multivariate Dy
 namic Quantile Forecasting Abstract: I derive an oracle inequality for a
  family of possibly misspecified multivariate conditional autoregressive
  quantile models. The family includes standard specifications for (nonli
 near) quantile prediction proposed in the literature. This inequality is
  used to establish that the predictor that minimizes the in-sample avera
 ge check loss achieves the best out-of-sample performance within its cla
 ss at a near optimal rate\, even when the model is fully misspecified. A
 n empirical application to backtesting global Growth-at-Risk shows that 
 a combination of the generalized autoregressive conditionally heterosced
 astic model and the vector autoregression for Value-at-Risk performs bes
 t out-of-sample in terms of the check loss. Link: An Oracle Inequality f
 or Multivariate Dynamic Quantile Forecasting by Jordi Llorens-Terrazas :
 : SSRN
LOCATION:S2.79
CATEGORIES:Econometrics Seminar
LAST-MODIFIED:20231212T170225Z
ORGANIZER;CN=Gill Gudger:
END:VEVENT
END:VCALENDAR