Econometrics Seminar: Pedro Valls, São Paulo School of Economics

Title: On the robustness of the principal volatility components

2018.05.23 | Solveig Nygaard Sørensen

Date Mon 02 Jul
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Pedro Valls, São Paulo School of Economics

Title: On the robustness of the principal volatility components 

Area of Research: Financial Econometrics, Empirical Finance, Computational Finance, Time Series Econometrics, Forecasting

Organizer: Shin Kanaya

Econometrics and Business Statistics Seminar Series, CREATES