Event item

Joint Econometrics-Finance Lunch Seminar (PhD Seminar): Peter Christensen, AU

Title: Likelihood-based estimation of rough stochastic volatility models

Info about event

Time

Tuesday 10 May 2022,  at 12:05 - 13:05

Location

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

Presenter: Peter Christensen, AU

Title: Likelihood-based estimation of rough stochastic volatility models

PhD presentation as part of mandatory 1st or 3rd year presentation. The time is extended to one hour; the presenter has 40 minutes to the presentation, 5-10 minutes for the discussant, and 10-15 minutes for questions.

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: