Quotation 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


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Publication'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 (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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