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::: Distinguished Lecture Series 2009
This is the podcast of the Distinguished Lecture Series 2009
which took place on March 19, 2009 at Humboldt-Universität zu Berlin.
The lecture series deals with recent developments in the areas of implied and realized volatility modelling.
Besides implications for forecasting, newest insights into the relations between both volatility concepts will be discussed.
Torben G. Andersen and Tim Bollerslev are leading experts in the area of financial econometrics
Torben G. Andersen
Northwestern
University
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Tim Bollerslev
Duke
University
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March 19, 2009
Talk Torben G. Andersen
Talk Tim Bollerslev
Talk Andersen and Bollerslev
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