Zeuthen Lectures 2006

December 6-8, 2006


Professor Tim Bollerslev
Duke University, personal homepage

 
 

"Financial Market Volatility: From ARCH and GARCH
 to High- Frequency Data and Realized Volatilities"



Lecture programme:


Wednesday, December 6, 2006 at 3pm
Studiegaarden, annex A
Volatility Modeling: A Brief Historical Perspective



Thursday, December 7, 2006 at 3pm
St. Øvelsessal, 2nd floor
High-Frequency Data and Realized Volatility



Friday, December 8, 2006 at 10am
St. Øvelsessal, 2nd floor
Current Themes and New Directions



For further information please contact:
Professor Karl Gunnar Persson



Zeuthen Workshop 2006

December 8-9, 2006

Invited speakers:

Professor Wolfgang Härdle, School of Business and Economics, Humboldt-Universität zu Berlin personal homepage
Professor Neil Shephard, Nuffield College, University of Oxford, personal homepage
Professor Michael Sørensen, Dept. of Applied Mathematics and Statistics, University of Copenhagen, personal homepage

Call for papers       Zeuthen Workshop

For further information please contact:

Associate professor Nikolaus Hautsch, Associate professor Anders Rahbek or secretary Mirtha Saavedra