Presenter: Peter Christensen, AU

Title: Likelihood-based estimation of rough stochastic volatility models

PhD presentation as part of mandatory 1st or 3rd year presentation. The time is extended to one hour; the presenter has 40 minutes to the presentation, 5-10 minutes for the discussant, and 10-15 minutes for questions.

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.

The joint seminar series is coordinated by:

• Postdoc Sebastian M. Jensen, E-mail: smjensen@econ.au.dk
• Postdoc Anders Merrild Posselt, E-mail: amp@econ.au.dk