HSI2020—6th Hitotsubashi Summer Institute

Name: HSI2020—6th Hitotsubashi Summer Institute
Start: 2020-10-31T09:00:00+09:00
End: 2020-12-13T18:00:00+09:00
Location: No location set

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.

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

31 Oct 2020, 11:10

40m

Macro Financial Econometrics

Speaker: Masato Ubukata (Meiji Gakuin University)

Masato Ubukata (Meiji Gakuin University)

04_Ubukata.pdf

HSI2020—6th Hitotsubashi Summer Institute

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

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Presentation Materials