Presentations
Goldman, E. and and Viswanath, P.V. (2016, July) "Internal Capital Markets and Dividend Policy: Evidence from Indian Corporates," World Finance Conference, St Johns University, New York, USA.
Goldman, E. (2016, June) "Bayesian Analysis of Systemic Risks Distributions,"ISBA 2016 World Meeting on Bayesian Statistics, Sardinia, Italy.
Goldman, E. (2016, June) "Bayesian Analysis of Systemic Risks Distributions," Quantitative Seminar, The US Securities and Exchange Commission, USA.
Goldman, E. (2016, April) "Bayesian Analysis of Systemic Risks Distributions," 2016 NBERNSF Seminar on Bayesian Inference in Econometrics and Statistics (SBIES), University of Pennsylvania, USA.
Goldman, E. (2015, June) "Bayesian Analysis of Systemic Risks," New Economics School, Moscow, Russia.
Goldman, E. (2014, July) "Dynamic Analysis of "Too Big to Fail" Risks," World Finance Conference, Ca Foscari University, Italy.
Goldman, E. (2013, December) "Dynamic Analysis of "Too Big to Fail" Risks," EFaB Bayes 250 Workshop, Duke University, Durham, NC.
Goldman, E. (2011, July) "Sustainability of Regimes in Fiscal Policy, Monetary Policy and the Financial Sector using Threshold VAR models," Statistics 2011 Canada/IMST 2011-FIM XX, Concordia University, Montreal, Canada.
Goldman, E., H. Tsurumi, J. Nam, J. Wang (2011, June) Regimes and Long Memory in Realized
Volatility. QWAFAFEW, New York.
Goldman, E., H. Tsurumi, J. Nam, J. Wang (2011, June) Regimes and Long Memory in Realized
Volatility. New Economic School, Moscow.
Goldman, E. (June, 2007) "Bayesian Computation: Introduction to Markov Chain Monte Carlo," Alliance Bernstein, New York.
Goldman, E. and Tsurumi, H. (May, 2007) "Bayesian Comparison of Long Memory and Threshold Nonlinearity in Time Series Models," Seminar on Bayesian Inference in Econometrics and Statistics (SBIES), Washington University in St. Louis, MO.
Goldman, E. (2007, April) Times Series Methods. Presented at the Third Lubin Research Day, Pace University, New York.
Goldman, E., Livshitz, M., Grinberg, E. (2007, March) Predictive Densities Approach for Computation of Value at Risk. Southwestern Finance Association, San Diego, California.
Goldman, E., Livshitz, M., Grinberg, E. (2007, February) Studies of Value at Risk for Stock Returns. Eastern Economic Association Annual Conference, New York.
Goldman, E. & Tsurumi, H. (2006, June). Bayesian Comparison of Long Memory and Threshold Nonlinearity in Time Series Models. Valencia / ISBA 8th World Meeting on Bayesian Statistics, Benidorm, Spain.
Goldman, E. and Tsurumi, H. (2006, October) Bayesian Comparison of Long Memory and Threshold Nonlinearity in Time Series Models. Rutgers University Econometrics Seminar.
Goldman, E. , Valieva, E., & Tsurumi, H. (2006, January). Bayesian analysis of TARMA and FARMA nonlinear time series models. Hitotsubashi Conference in Econometrics, Tokyo, Japan.
Goldman, E. (2005, January). Bayesian analysis of a multiple threshold ARMA model with CKLS-GARCH volatility. Conference on Bayesian Statistics and its Applications, Varanasi, India.
Goldman, E., Valieva, E. , and Tsurumi, H. (2005, January). Tests for convergence of MCMC draws: frequentist and Bayesian tests. Symposium on Bayesian Applied Multivariate Analysis, Tokyo, Japan.
Goldman, E. , Nam, J., & Wang, J. (2005, September). Asymmetric Adjustment of Realized Volatility. SAMSI workshop on Financial Mathematics, Statistics and Econometrics, Research Triangle Park, North Carolina.
Goldman, E., Radchenko, S., Nakatsuma, T., & Tsurumi, H. (2001). A Bayesian Test of Stationarity in a Regression Model with an ARMA error term. Annual Meeting of the American Statistical Association
Goldman, E. & Agbeyegbe, T. (2004, September). Non-Linearity in UK and US Short-Term Interest Rate Data: Estimation of a Threshold CKLS Model with ARMA-GARCH Error. Northeast Business and Economics Association Meetings, New York.
Goldman, E. & Agbeyegbe, T. (2003, October). Non-linearity in UK and US short-term interest rate data: Estimation of a threshold-CKLS model with ARMA-GARCH error. Econometrics Seminar at Rutgers University , New Brunswick, New Jersey.
Goldman, E. & Tsurumi, H. (2002, June). Markov Chain Sampling in Doubly-Truncated Regression Model with ARMA-GARCH Error. Seventh Valencia International Meeting on Bayesian Statistics, Tenerife, Spain.