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Yang Liu studies the dynamics of correlations and volatilities (fluctuations) for multivariate series of financial returns. One of the aspects he investigates is the estimated common factors in volatilities and their implications for share pricing.

Event details of The dynamics of volatilities for financial returns
Date 17 November 2016
Time 14:00 -15:00
Location Agnietenkapel
Room Location

Y. Liu: Time-Varying Correlation and Common Structures in Volatility.


Prof. H.P. Boswijk


Room Location

Oudezijds Voorburgwal 229 - 231
1012 EZ Amsterdam


This event is open to the public.