CREATES lunch seminar: Wei Wei, North Carolina State University

Title: A Jump Diffusion Model for Volatility and Duration

Info about event


Tuesday 9 April 2013,  at 12:00 - 12:30


Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room 303

CREATES arranges lunch seminars on a regular basis, normally on Tuesdays. The speakers are usually CREATES 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.

Organizers: Peter Exterkate and Johannes Tang Kristensen.

Place: CREATES meeting room, M303, building 2628 (M)