Econometrics and Business Statistics Seminar: Massimiliano Caporin, University of Padova

Title: Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model

2020.08.26

Date Wed 30 Sep
Time 14:15 15:15
Location Online

Presenter: Massimiliano Caporin, University of Padova

Title: Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model

Area of research:  Financial time series analysis

 

Organizer: Mikkel Bennedsen and Jesper Wulff

Econometrics and Business Statistics Seminar Series, CREATES