Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix

Date and time: 
Thursday 24 January 2019, 16:30 - 18:00
Organisation: 
National Bank of Belgium, KU Leuven, UA, UCL, UGent, ULB, ULg, UMons, UNamur, USaint-Louis, Vlerick en VUB
Speaker(s): 
Tim Bollerslev (Duke University)
Venue: 
Auditorium National Bank of Belgium, Warmoesberg - Rue Montagne aux Herbes Potagères 61, 1000 Brussels, Room A
Entrance fee: 
free