Time-varying Risk Premia and Volatility Dynamics in Multi-Asset Class Returns

  • Gregor Kastner (Contributor)
  • Davide Pettenuzzo (Contributor)
  • Allan Timmermann (Contributor)

Activity: Talk or presentation › Science to science

Period28 Nov 2020
Event titleBayes@Austria 2020
Event typeUnknown
Degree of RecognitionNational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101026 Time series analysis
  • 502025 Econometrics
  • 101018 Statistics
  • 102022 Software development

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