Exploring the applications of a sophisticated stochastic volatility model

PhD Seminar

Speaker

Beili Zhu, PhD Student, CAMA

Venue

Other, please see description for details

Date

Thursday, 19 July, 2018 - 11:00 to 12:00

In this seminar Beili Zhu will provide an overview of her recent paper, Bayesian analysis of a moving average stochastic volatility model with leverage and heavy-tailed distributions using scale mixtures.

Find flyers, registration, and complete event details at https://crawford.anu.edu.au/news-events/events/12741/exploring-applications-sophisticated-stochastic-volatility-model

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