10:30 am
Sean TELG (Vrije Universiteit Amsterdam) “Time-Varying Effects of Housing Attributes and Economic Environment on Housing Prices”
Finance & Financial Econometrics: Time: 10.30 am Date: 22th of June 2023 Room 3001 Sean TELG (Vrije Universiteit Amsterdam) "Time-Varying Effects of Housing Attributes and Economic Environment on Housing Prices" Abstract : The housing market is an essential sector of the economy which has been through several crises in the past. Understanding the development of […]
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CANCELLED – Massimiliano CAPORIN (University of Padova) “Exploiting Intraday Decompositions in Realized Volatility Forecasting : A Forecast Reconciliation Approach”
Finance & Financial Econometrics: Time: 11.30 am Date: 22th of June 2023 Room 3001 Massimiliano CAPORIN (University of Padova) "Exploiting Intraday Decompositions in Realized Volatility Forecasting : A Forecast Reconciliation Approach" Abstract : We address the construction of Realized Variance (RV ) forecasts by exploiting the hierarchical structure implicit in available decompositions of RV . […]
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