CASE-QPL - Distinguished Lecture Series 2009 "Recent Developments in Measuring and Modeling Financial Market Volatility"
Torben G. Andersen (Northwestern University)and Tim Bollerslev (Duke University) are leading experts in the area of financial econometrics and are particularly well recognized for their contributions to the measuring and forecasting financial market volatility. The quantification of an asset’s or a market’s volatility is a central aspect in financial practice. It is of enormous importance for asset pricing, portfolio allocation and risk management. The lecture series deals with recent developments in the areas of implied and realized volatility modelling. Besides implications for forecasting, newest insights into the relations between both volatility concepts will be discussed.
|Organizer:||Humboldt-Universität zu Berlin, School of Business and Economics and CASE - Center for Applied Statistics and Economics Deutsche Bank Quantitative Products Laboratory (QPL)|
|Conference venue:||Berlin, Humboldt-Universität zu Berlin, School of Business and Economics|
Prof. Nikolaus Hautsch Tel.: +49 - 30 - 2093 5713 Fax: +49 - 30 - 2093 5712 E-Mail: firstname.lastname@example.org
|Classification:||G1 - General Financial Markets|
|Event type:||Sonstige Veranstaltungsarten; other event types|