Econometrics Lunch Seminar (PhD Seminar): Giovanni Rizzelli, AU
Title: Multivariate Stochastic Volatility Model with a General Leverage Specification
Info about event
Time
Location
Universitetsbyen 51, Building 1816, room 613
Presenter: Giovanni Rizzelli, AU
Title: Multivariate Stochastic Volatility Model with a General Leverage Specification
Main supervisor: Leopoldo Catania
Discussant: Mikkel Bennedsen
This presentation is also part of Giovanni's mandatory first year presentations for PhD students.
Coordinators: Mikkel Sølvsten and Morten Ørregaard Nielsen
https://econ.au.dk/ace