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
Registration for "Microeconomic Theory" & "Hitotsubashi Conference on International Trade and FDI 2020" is open. If you would like to register, please go to "Registration" page.

Time-varying Jump Tail Risk Measure Using High-frequency Options Data

31 Oct 2020, 11:10


Speaker: Masato Ubukata (Meiji Gakuin University)

Primary author

Masato Ubukata (Meiji Gakuin University)

Presentation Materials