Event item

Joint Econometrics-Finance Lunch Seminar: Cristina Sattarhoff, Universität Hamburg

Title: Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities

Info about event

Time

Tuesday 8 March 2022,  at 12:05 - 12:35

Location

Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115

Presenter: Cristina Sattarhoff, Universität Hamburg

Title: Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities

The 'Accounting and Finance' and 'Econometrics and Business Statistics' Sections arrange lunch seminars on a regular basis. The speakers are usually section members, mostly PhD students and postdocs. The speakers can also be visiting PhD students or professors. Each lunch seminar is followed by a discussion of the paper presented.

The joint seminar series is coordinated by: