Recent & Upcoming Talks

2018

  • Summer School: Big Data in Finance and Economics

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  • Low-volatility forecasting for low-volatility investing

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  • Two are better than one: volatility forecasting using multiplicative component models

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2017

  • Summer School: The Science of Forecasting

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  • Two are better than one: volatility forecasting using multiplicative component GARCH models

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  • Summer School: The Econometrics of Derivatives Markets

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  • Volatility forecasting using multiplicative component models

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  • Volatility forecasting using multiplicative component models

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2016

  • Statistical properties of multiplicative GARCH models

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