Seminar: Mikkel Bennedsen, Aarhus University and CREATES

Title: Decoupling the short- and long-term behavior of stochastic volatility

2018.02.01 | Bodil Krog

Date Mon 05 Mar
Time 10:30 11:30
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Mikkel Bennedsen, Aarhus University and CREATES

Title: Decoupling the short- and long-term behavior of stochastic volatility

Field: Financial econometrics, High-frequency data, Climate econometrics, Energy and commodity markets

Host: Hans Jørn Juhl

Seminars, CREATES