2021-07-19–2021-07-23 - Worldwide (online event via Zoom) (No country specification) - Society for Financial Econometrics (SoFiE); Kellogg …
Theme: “The Econometrics of Derivatives Markets”
Topics for the Summer School:
- Introduction to Financial Market Volatility Estimation and Modeling
- Review of High-Frequency Econometrics for Financial Data
- Analysis of Risk Premiums in Continuous-Time Models
- Econometrics for Parametric...
