The economic value of volatility forecasts: A simplified approach
|Date||16 March 2011|
|Venue||ICMA Centre, Room G03/04|
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.