Home | Events Archive | Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis
Seminar

Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis

  • Series
    TI Finance Research Seminars
  • Speaker
    Michael Johannes (Columbia Business School)
  • Field
    Finance
  • Location
    Amsterdam TI Finance Research Seminars
    Amsterdam
  • Date and time

    November 14, 2012
    00:00