This site introduces events at HIAS GLECS (Hitotsubashi Institute for Advanced Studies, Research Center for Global Economic Systems).
31 October 2020 to 13 December 2020
Asia/Tokyo timezone
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Time-varying Jump Tail Risk Measure Using High-frequency Options Data

31 Oct 2020, 11:10
40m

Description

Speaker: Masato Ubukata (Meiji Gakuin University)

Primary author

Masato Ubukata (Meiji Gakuin University)

Presentation Materials