Joint Econometrics-Finance Seminar: Damir Filipovic, EPFL and Swiss Finance Institute

Title: On the Relation between Linearity-Generating Processes and Linear-Rational Models

2017.12.18 | Bodil Krog

Date Thu 31 May
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Damir Filipovic, EPFL and Swiss Finance Institute

Title: On the Relation between Linearity-Generating Processes and Linear-Rational Models

Area of Research: Asset Pricing, Mathematical Finance

Organizers: Shin Kanaya and Agatha Murgoci

Econometrics Seminar Series, Finance and Accounting Seminar Series
14304 / i32