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)
Gideon Saar (Johnson Cornell University)
Clemens Sialm (University of Texas, McComb School of Business)
Anjan Thakor (Olin Business School)
David Sraer (Princeton University)
Joey Engelberg (Rady UC San Diego)
Daniel Ferreira (LSE)
Gordon Phillips (University of Maryland)
Denis Gromb (INSEAD)
Stefan Nagel (Stanford University)
Giancarlo Corsetti (University of Cambridge) NIAS Willem F. Duisenberg Fellow
Chris Malloy (Harvard Business School)
Renee Adams (University of New South Wales)
Brian Melzer (Northwestern)
Ekkehart Boehmer (School of higher Industrial Studies)
Philipp Schnabl (NYU)
Mikhail Chernov (London School of Economics)
Kumar Venkataraman (Southern Methodist University)
Péter Kondor (Central European University)
Paolo Pasquereillo (University of Michigan)