2011-03-28–2011-03-29 - London, Cass Business School (United Kingdom) - Timberlake Consultants
Topics:
- Volatility and forecasting I: Univariate GARCH, theory and applications
- Volatility and forecasting II: Multivariate GARCH , theory and applications
- Measuring contagion among stock markets.
- Panel factor models in finance
- The impact of macro-announcements on the term structure,...