CREATES seminar: Mateusz Pipie? and B?a?ej Mazur, Cracow University of Economics
Title: On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
Info about event
Time
Location
Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room 303
CREATES arranges seminars on a regular basis, normally every Thursday. The speakers come from worldwide universities and other research institutions - and from CREATES itself.
Organizer: Professor Eric Hillebrand.
Place: CREATES meeting room, M303, building 2628 (M)