Econometrics and Business Statistics Seminar: Jean-Michel Zakoïan, ENSAE
Title: Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Info about event
Time
Location
Fuglesangs Allé 4, Building 2632(L), Room 242
Presenter: Jean-Michel Zakoïan, ENSAE
Title: Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Area of research: Financial Econometrics
Host: Leopoldo Catania
Organisers: Mikkel Bennedsen and Jesper Wulff