Financial Econometrics with PcGive & G@RCH
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, foreign exchange rates and asset prices.
|Event dates:||2011-03-28 – 2011-03-29|
|Conference venue:||London, Cass Business School|
|Classification:||C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling ; C6 - Mathematical Methods and Programming ; G1 - General Financial Markets|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|