Multivariate Volatility Models

Venue: Faro

Location: Faro, Portugal

Event Date/Time: Oct 26, 2007 End Date/Time: Oct 27, 2007
Paper Submission Date: May 15, 2007
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Description

We welcome papers related to the econometric and statistical modeling of large sets of assets, multivariate series including point processes and Levy processes, copulas, value-at-risk, quantiles, and extremal distributions.

Venue

Faro
Faro
Portugal
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