Financial Econometrics II

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Linqi Wang Onno Kleen Dick Van Dijk Rustam Ibragimov Contributed Sessions 29/08 11:00 CEST
90
mins
Rustam Ibragimov
Zaal Bergen (M1-09)
Add to Calendar 2024-08-29 11:00:00 2024-09-18 15:35:14 EEA-ESEM 2024: Financial Econometrics II. Room: Zaal Bergen (M1-09) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public
Presenter(s) Linqi Wang Onno Kleen Dick Van Dijk Rustam Ibragimov
TypeContributed Sessions
Date 29/08
Time11:00 CEST
Length
90
mins
Chair
Rustam Ibragimov
Room Number
Zaal Bergen (M1-09)
Add to calendar
Add to Calendar 2024-08-29 11:00:00 2024-09-18 15:35:14 EEA-ESEM 2024: Financial Econometrics II. Room: Zaal Bergen (M1-09) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

The effect of stock splits on liquidity in a dynamic model

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Volatility forecasting for low-volatility investing

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Dynamic Parametric Portfolio Policies

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The Changing Landscape of Cyber Risk: An Empirical Analysis of Frequency, Severity, and Tail Dynamics

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Presentations

The effect of stock splits on liquidity in a dynamic model

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Volatility forecasting for low-volatility investing

Dynamic Parametric Portfolio Policies

The Changing Landscape of Cyber Risk: An Empirical Analysis of Frequency, Severity, and Tail Dynamics