Volatility Modelling and Risk Management

Guest Instructor: 
Prof. Dr. Christian M. Hafner, the Université catholique de Louvain (UCL)
Time I: 
Thursday,
02:00pm to 05:30pm
Time II: 
Friday,
09:00am to 12:30pm
Venue I: 
Eleanor Dulles Room (5.2.010), DIW Berlin, Mohrenstr. 58, 10117 Berlin
Venue II: 
Eleanor Dulles Room, DIw Berlin, Mohrenstr.58, 10117 Berlin
Description: 

January 23 and 24 2014

Prof. Dr. Christian M. Hafner from the Université catholique de Louvain (UCL) has been invited to give a GC Masterclass on the topic: Volatility Modelling and Risk Management. His research areas include time series econometrics, applied nonparametric statistics and empirical finance.
You can find his profile here:
http://perso.uclouvain.be/christian.hafner/

If you would like to join the masterclass, please drop me a note at ycao@diw.de

Semester: 
Fall 2013