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Multivariate Volatility Models

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Event Multivariate Volatility Models
Begins October 26, 2007
Ends October 27, 2007
Papers May 15, 2007
Ab.
Country Portugal
State
City Faro
.
Category
Category 2
Category 3
Exhibits
Organization
Contact
URL http://www.fe.ualg.pt/conf/mvm/
Venue
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.
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