Joint Econometrics-Finance Lunch Seminar: Giorgio Mirone, Aarhus University and CREATES

Title: Incorporating Overnight Futures Data In Daytime Stock Volatility Forecasting

2017.08.18 | Bodil Krog

Date Tue 31 Oct
Time 12:05 12:35
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115

Speaker: Giorgio Mirone, Aarhus University and CREATES

Title: Incorporating Overnight Futures Data In Daytime Stock Volatility Forecasting

The Econometrics and Finance 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.

Organizer: Niels Strange Grønborg

Joint Econometrics-Finance Lunch Seminars
14304 / i32