Kastner, Gregor, Pettenuzzo, Davide, Timmermann, Allan. 2020. Time-varying Risk Premia and Volatility Dynamics in Multi-Asset Class Returns. Bayes@Austria 2020, Vienna, Austria, 28.11.-28.11. Invited Talk
BibTeX
Tags
Press 'enter' for creating the tagPublication's profile
| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Time-varying Risk Premia and Volatility Dynamics in Multi-Asset Class Returns |
| Event | Bayes@Austria 2020 |
| Year | 2020 |
| Date | 28.11.-28.11. |
| Country | Austria |
| Location | Vienna |
| URL | https://bayes2020.wu.ac.at/ |
| Invited Talk | Y |
Associations
- Projects
- High-dimensional statistical learning: New methods to advance economic and sustainability policies
- People
- Kastner, Gregor (Details)
- External
- Pettenuzzo, Davide (Brandeis University, United States/USA)
- Timmermann, Allan (University of California San Diego, United States/USA)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)