2011-03-10–2011-03-11 - Paris (France) - Louis Bachelier Institute (ILB); Europlace Institute of …; …
Topics:
- Persistence in Linear and Nonlinear Dynamic Models: Low Frequency Analysis, Long Run Risk (LRR) Asset Pricing Model, Persistence of Extreme Events, Long Term Volatility;
- Long Term Interest Rates: Actualization for Long Term Investment Projects, Social Efficient Discount Rate, Term...
