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CASE-QPL Distinguished Lecture Series

19. March 2009
Kategorie: 
Lecture Series

This lecture series on Recent Developments in Measuring and Modeling Financial Market Volatility is given by Torben G. Andersen and Tim Bollerslev. They 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.

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