Topic: The cDCC-GARCH model as well as betas with noise and asynchronistic
2018.06.22 |
Date | Tue 21 Aug |
Time | 15:30 — 18:30 |
Location | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E2 |
will defend her PhD dissertation entitled "Econometric Analysis of Spot Variances, Covariances and Correlations".
Silvana Acosta has been enrolled in the PhD programme in Economics and Business Economics. Professor Eric Hillebrand has been her supervisor.
The dissertation can be downloaded from Silvana Acosta's profile. For a paper copy, please contact Susanne Christensen.
Professor David Veredas, Vlerick Business School
Professor Christian Hafner, UC Louvain
Professor Charlotte Christiansen, Aarhus University (chair)
The defence is public and open to all. It will be followed by a reception in room K115, building 2630.
Susanne Christensen
PhD Secretary
Phone: +45 8716 5121
E-mail: sch@econ.au.dk