Joint Econometrics-Finance Seminar: Tim Bollerslev, Duke University

Title: Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix

2018.01.29 | Bodil Krog

Date Wed 09 May
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Tim Bollerslev, Duke University

Title: Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix (joint with Andrew Patton and Rogier Quaedvlieg)

Area of Research: Financial Econometrics

Organizer: Shin Kanaya

Econometrics and Business Statistics Seminar Series, Accounting and Finance Seminar Series