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The economic value of volatility forecasts: A simplified approach

Event information
Date 16 March 2011
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

Nick's research interests include most areas of financial econometrics (particularly volatility modelling), and economic forecasting. His work has been published in leading international journals including the Journal of Banking and Finance, Journal of Money, Credit and Banking, Journal of Financial Research, and the International Journal of Forecasting.