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11:00 am
Roberto RENO (University of Verona) “Realized drift”
The Financial Econometrics Seminar: Time: 11:00 pm Date: 17th of June 2021 by Zoom Roberto RENO (University of Verona) "Realized drift" Abstract : Drift and volatility are two mainsprings of asset price dynamics. While volatilities have been studied extensively in the literature, drifts are commonly believed to be impossible to estimate and largely ignored in […]
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