Title: TBA
2020.12.15 |
| 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