The theme of this workshop is "Stochastic Volatility and Persistence"
Keynote speakers will include:
James Davidson (University of Exeter)
"Type I and Type II Fractional Brownian Motions: A Reconsideration"
<http://www.people.ex.ac.uk/jehd201/fracbmtypes_slides.pdf>
Giovanni Urga (CASS Business School)
"Dynamic Conditional Correlation Models with Asymmetric Multivariate Laplace Innovations"
<http://www.fsa.ulaval.ca/sbfsif/Documents/amld20april2005%20Urga%20final%20version.pdf>
Christian Conrad (ETH, Zurich, Switzerland)
"The high-frequency response of the EUR-US Dollar exchange rate to ECB monetary policy announcements"
(University of Oxford)
Title to be announced
Best Regards
Menelaos
Menelaos Karanasos
Professor in Financial Economics
Business School,
Brunel University, Uxbridge
Middlesex, UB8, 3PH, UK
Tel: 01895265284
Fax: 01895269770
Webpage: www.mkaranasos.com
Econometrics/Finance editor
Quantitative and Qualitative Analysis in Social Sciences
(QASS): www.qass.org.uk
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