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Autumn School 2018

CeBER

Program

 
Wednesday, October 3rd
14:00-15:00 Registration and welcome 
15:00-17:00 Lecture 1: Stylised facts for asset prices 
17:00-17:30 Coffee break 
17.30-19:30 Lecture 2: Volatility and ARCH models 
Thursday, October 4th
09.00-10:30
Lecture 3: Volatility forecasts and the usefulness of options information

10:30-11:00
Coffee break

11.00-12:30
Lecture 4: Density forecasts extracted from options prices

12.30-14.00
Lunch

14.00-16.00
Tutorial 1: Estimating ARCH models (provisional title)

16:30-16:30 Coffee break 
16.30-18:30 Tutorial 2: Expectations revealed by options prices (provisional title) 

 Notes: On Thursday, at 20:00, there will be a Social Dinner (around 25€/person paid by the participants at the registration desk).