Economics and Business Economics Seminar (EBA): Yashuang Ding, University of Cambridge

Title: A simple joint model for returns, volatility and volatility of volatility

Info about event

Time

Thursday 27 January 2022,  at 14:00 - 15:00

Location

via Zoom

Presenter: Yashuang Ding, University of Cambridge

Homepage:  https://dexteryd.weebly.com/

Field: Econometrics

Seminar title: A simple joint model for returns, volatility and volatility of volatility

Host: Kim Christensen