Joint Econometrics-Finance Lunch Seminar: Cristina Sattarhoff, Universität Hamburg
Title: Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities
Info about event
Time
Location
Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Presenter: Cristina Sattarhoff, Universität Hamburg
Title: Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities
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