Joint Econometrics-Finance Lunch Seminar: Jorge Hansen, Aarhus University and CREATES

Title: Can linear-rational term structure models explain conditional volatility in the Treasury yield market?

2019.02.08 | Bodil Krog

Date Tue 19 Mar
Time 12:05 12:35
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115

Presenter: Jorge Hansen

Title: Can linear-rational term structure models explain conditional volatility in the Treasury yield market?

The 'Accounting and Finance' and 'Econometrics and Business Statistics' Sections arrange lunch seminars on a regular basis. The speakers are usually section members, mostly PhD students and postdocs. The speakers can also be visiting PhD students or professors. Each lunch seminar is followed by a discussion of the paper presented.

Organizer: Niels Strange Grønborg

Joint Econometrics-Finance Lunch Seminars, CREATES