1st DEM Workshop in Financial Econometrics
Verona - Department of Economics
24 November 2016 - 10:30-13:30
The purpose of the PhD Workshop, organized by the PhD in Economics and Management and the Department of Economics of the University of Verona, is to get toghether PhD students which are close to enter the job market, whose dissertation is written in the field of Financial Econometrics, and let them present their research work in an informal environment. Important space will be allocated for discussion, especially among PhD Students. The workshop is then a valuable opportunity for younger Phd students to see the status of art in Financial Econometrics from the perspective of senior PhD students which are nearly at the end of their dissertation.
Program:
-
Option Pricing with High Frequency Estimates of Continuous and Discontinuous Volatility Components
Francesca Lilla - Università di Bologna
- Smile at errors
Giulia Livieri - Scuola Normale Superiore, Pisa
- News Measures for Volatility Modelling
Francesco Poli - Università di Padova
- Annual VaR from high frequency data
Alessandro Pollastri - Università di Maastricht
- Robust Jump Testing
Patrick Zoi - Università di Venezia
Discussants:
- Prof. Fulvio Corsi, Università di Venezia
- Prof. Luigi Grossi, Università di Verona
- Prof. Davide Pirino, Università di Roma "Tor Vergata"
- Prof. Roberto Renò, Università di Verona
Venue:
Dipartimento di Scienze Economiche, Università di Verona.
Via Cantarane 24, Verona.
Aula Seminari. 10:30 hr
Contact person: Prof. Roberto Renò, Università di Verona