Econometrics Lunch Seminar (PhD seminar): Alberto Saavedra Espinosa
Title: GMM estimation of a two-factor fractional stochastic volatility model
Info about event
Time
Location
Fuglesangs Allé 4, Building 2632(L), Room 242
| Registration for this seminar is necessary. Please contact Solveig Nygaard Sørensen, sns@econ.au.dk |
Presenter: Alberto Saavedra Espinosa
Title: GMM estimation of a two-factor fractional stochastic volatility model
Supervisor: Bezirgen Veliyev
Discussant: Mikkel Bennedsen
A PhD seminar is part of the mandatory 1st or 3rd year presentations for PhD students. The time is extended to one hour: 40 minutes for the PhD student, 5-10 minutes for the discussant, and 10-15 minutes for questions. The PhD seminar is hosted by the PhD student’s main supervisor.
Coordinators: Mikkel Sølvsten and Morten Ørregaard Nielsen