Joint Econometrics and Finance Seminar: Torben Andersen, Northwestern University (Kellogg) and CREATES

Title: TBA

2020.12.15 | Solveig Sørensen

Date Wed 17 Feb
Time 15:15 16:15
Location via Zoom

Presenter: Torben Andersen, Northwestern University (Kellogg) and CREATES

Title: TBA

Area of research: His work centers on the modeling of volatility fluctuations in financial returns with applications to asset and derivatives pricing, portfolio selection, and the term structure of interest rates. His current work explores the use of large sets of high-frequency data for volatility forecasting, portfolio choice and risk management.

Host: Mikkel Bennedsen

 

Organisers: Mikkel Bennedsen and Jesper Wulff

Econometrics and Business Statistics Seminar Series, CREATES, Accounting and Finance Seminar Series