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June 24: Professor Chung-Ming Kuan from University of Southern California: Assessing Value at Risk with CARE, the Conditional AutoRegressive

大发彩票平台2008-06-18
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【Speaker】Chung-Ming Kuan, Visiting Professor, Department of Economics, University of Southern California

【Topic】Assessing Value at Risk with CARE, the Conditional AutoRegressive Expectile Models

【Time】2:30-4:00pm, 2008-6-24, Tuesday

【Venue】Weilun 501, Tsinghua SEM

【Language】Chinese

【Organizer】Department of Economics, Tsinghua SEM

|大发彩票平台Relevant paper

|大发彩票平台About the speaker