Conference detail

Non- and Semiparametric Volatility and Correlation Models

Type: international conference
Year: 2014
Participant: Mgr. Tomáš Křehlík M.A., Ph.D.
Place: Paderborn, Germany
Paper: Disentangling Permanent from Transitory Spillovers
Grants: GAUK 910836 -- Disentangling permanent and transitory spillovers.

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance