Beset with cares at nightfall — Incorporating overnight futures data in daytime stock volatility forecasting
Date:
24 November 2017, 14:15 (Friday, 7th week, Michaelmas 2017)
Venue:
Venue to be announced
Speaker:
Giorgio Mirone (University of Århus)
Organising department:
Department of Economics
Part of:
Nuffield Econometrics Seminar
Booking required?:
Not required
Audience:
Members of the University only
Editor:
Anne Pouliquen