Home > Research > Activities > XXIII Workshop on Quantitative Finance

Research

View graph of relations

XXIII Workshop on Quantitative Finance

Activity: Participating in or organising an event types › Participation in conference - Academic

31/03/2022 → 1/04/2022

Contributed talk: "Testing for jumps in a discretely observed price process with endogenous sampling times", 25 min, discussant: Leopoldo Catania

Discussion: "A Lucas Critique compliant SVAR model with observation-driven time-varying parameters", by Giacomo Bormetti and Fulvio Corsi, 5 min

Event (Conference)

TitleXXIII Workshop on Quantitative Finance
Abbreviated titleQFW2022
Date31/03/22 → 1/04/22
Website
LocationUniversity of Rome Tor Vergata
CityRome
Country/TerritoryItaly
Degree of recognitionInternational event