Joint Econometrics-Finance Lunch Seminar (extended): Cisil Sarisoy, FED Board, Central Bank of the United States

Title: Variance Dynamics in Term Structure Models

2019.07.08 | Pernille Vorsø Jachobsen

Date Tue 10 Dec
Time 12:05 13:05
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115

Presenter: Cisil Sarisoy, FED Board, Central Bank of the United States

Title: Variance Dynamics in Term Structure Models

Area of research: Finacial markets, Econometrics and Statistics, Risk Management.

Host: Ran Xing

The 'Accounting and Finance' and 'Econometrics and Business Statistics' 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, CREATES
14304 / i32