Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis
Michael Johannes (Columbia Business School)
- TI Finance Research Seminars
Michael Johannes (Columbia Business School)
Ellen Meara (Dartmouth)
Rujie Wang (VU University)
Antoine d'Autume (Sorbonne and Paris School of Economics)
Giampiero Gallo (University of Florence)
Phung Duc Tuan (Tokyo Institute of Technology)
Aniol Llorente-Saguer (Max Planck Institute)
Gideon Saar (Johnson Cornell University)
Marianne Simonsen (Aarhus University)
Daan in 't Veld (VU University)
Andrew Pua (UvA)
Clemens Sialm (University of Texas, McComb School of Business)
Susanna Loeb (Stanford University)
Xiye Yang (University of Amsterdam)
Charles Mason (University of Wyoming, presently visiting professor at Oxford University)
Neil Olver (MIT, Cambridge)
Anjan Thakor (Olin Business School)
István Barra (VU University Amsterdam)
Mariya Melnychuk (University of Alicante)
CANCELLED - Fabian Lange (Yale)