Caporin, Massimiliano, University of Padova, Italy

• STATISTICS AND DATA SCIENCE: NEW CHALLENGES, NEW GENERATIONS - SOL. 3 - Financial data modelling - 28th June, h. 11.15-12.30, room 007
  News, Volatility and Price Jumps
  Abstract
• 50th Scientific meeting of the Italian Statistical Society - Financial Time Series Analysis (Specialized)
  Conditional Quantile-Located VaR
  Abstract  PDF