Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis
Michael Johannes (Columbia Business School)
- TI Finance Research Seminars
Michael Johannes (Columbia Business School)
Anthony Lynch (NYU Stern)
Ellen Meara (Dartmouth)
Rujie Wang (VU University)
Antoine d'Autume (Sorbonne and Paris School of Economics)
Giampiero Gallo (University of Florence)
Wei Li (EUR)
Phung Duc Tuan (Tokyo Institute of Technology)
Aniol Llorente-Saguer (Max Planck Institute)
Gideon Saar (Johnson Cornell University)
Gideon Saar (Cornell)
Ellen Meara (Dartmouth College)
Marianne Simonsen (Aarhus University)
Daan in 't Veld (VU University)
Andrew Pua (UvA)
Clemens Sialm (University of Texas, McComb School of Business)
Clemens Sialm (Texas A&M)
Amanda Kowalski (Yale)
Susanna Loeb (Stanford University)
Xiye Yang (University of Amsterdam)