Time Varying Estimation of (Large Dataset) Covariances and Implications for ARCH modelling

Event Date: 15 March 2017

Speaker: George Kapetanios, Kings College London

Time: 4.15pm

Venue: Strathclyde Business School, Stenhouse Wing SW104 

Title: Time Varying Estimation of (Large Dataset) Covariances and Implications for ARCH modelling

Published: 14 March 2017