ESEM
| Presenter(s) | Type | Archive date | Archive time | Length |
|---|---|---|---|---|
|
Linqi Wang
Onno Kleen
Dick Van Dijk
Rustam Ibragimov
|
Contributed Sessions
|
29/08/24
|
11:00 CEST
|
90 mins
|
| Presenter(s) | |
| Type | |
| Archive date |
29/08/24
|
| Archive time |
11:00 CEST
|
| Length |
90 mins
|
Papers
(Listed in order of presenters above)
The effect of stock splits on liquidity in a dynamic model
Volatility forecasting for low-volatility investing
Dynamic Parametric Portfolio Policies
The Changing Landscape of Cyber Risk: An Empirical Analysis of Frequency, Severity, and Tail Dynamics