Econometrics and Business Statistics Seminar: Andrew Harvey, University of Cambridge

Title: Dynamic Conditional Score (DCS) Models: EGARCH, Realized Volatility, Censored observations and Circular data

2019.01.02 | Solveig Nygaard Sørensen

Date Tue 26 Feb
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Andrew Harvey, University of Cambridge

Title: Dynamic Conditional Score (DCS) Models: EGARCH, Realized Volatility, Censored observations and Circular data

Area of research: Time series, Financial Econometrics

Host: Leopoldo Catania

Organizer: Shin Kanaya

Economics and Business Economics, Econometrics and Business Statistics Seminar Series, CREATES
14304 / i32