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Multi-resolution properties of semi-parametric volatility models

Nonlinear Estimation and Classification March 19, 2001 - March 29, 2001

March 27, 2001 (04:45 PM PST - 05:45 PM PST)
Speaker(s): Enrico Capobianco (Consiglio Nazionale delle Ricerche (CNR))
Location: SLMath: Eisenbud Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

12-316-Multi-resolution properties of semi-parametric volatility models-Enrico Capobianco
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12-316-Multi-resolution properties of semi-parametric volatility models-Enrico Capobianco

H.264 Video 12-316-Multi-resolution_properties_of_semi-parametric_volatility_models-Enrico_Capobianco.mp4 24.7 MB video/mp4 Download
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