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
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Professor Neil Shephard, Nuffield College, University of Oxford,
personal homepage
Professor Michael Sørensen,
Dept. of Applied Mathematics and Statistics, University of Copenhagen, personal
homepage
For further information please contact:
Associate professor Nikolaus Hautsch,
Associate professor Anders Rahbek
or secretary Mirtha Saavedra