Econometrics and Business Statistics Seminar: Lars Stentoft, University of Western Ontario and CREATES

Title: Conditional GARCH models and option pricing

2019.01.09 | Solveig Nygaard Sørensen

Date Thu 21 Feb
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Lars Stentoft, University of Western Ontario and CREATES

Title: Conditional GARCH models and option pricing

Area of research: Financial Econometrics

Host: Bent Jesper Christensen

Organizer: Shin Kanaya

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