colloquiums

Research Colloquium - Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix

Time
Tuesday, 24. October 2017
15.15 – 16.45

Where
F425

Host
Chair of Economics and Econometrics

Speaker:
Rogier Quaedvlieg (Erasmus University Rotterdam)

Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix

Link to paper

Website