Ficha do seminario

Seminario sobre Estadística en Finanzas

Data: 09-07-2007
Lugar: Salón de Grados. Facultad de Matemáticas.

Información detallada

16:30-17:15
The Gaussian Mixture Dynamic Condiciotional Correlation Model: Bayesian Estimation, Value at Risk calculation and portfolio selection
María Concepción Ausín
Universidade da Coruña
17:30-18:15
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices
María Ángeles Carnero
Universidad de Alicante
18:45-19:30
Stochastic Volatility Financial Models under Fast Mean Reversion: A survey and recent results
Jorge Zubelli
IMPA, Río de Janeiro