Conference detail

8th International Conference on Computational and Financial Econometrics

Type: international conference
Year: 2014
Participant: PhDr. František Čech Ph.D.
Place: Pisa, Italy
Paper: On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
Grants: GAUK 1198214: Multivariate volatility modeling of medium and large size portfolios

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance