9:00–10:00 am
Jones 304 5747 S. Ellis Avenue
Master's Thesis Presentation
XIAOYU SUN, Department of Statistics, The University of Chicago
"Portfolio Value-at-Risk Estimation: a Multivariate Copula-based Volatility Model"
For information about building access for persons with disabilities, please contact Keisha Prowoznik at 773.702-0541 or send an email to kprowoznik@galton.uchicago.edu.
If you wish to subscribe to our email list, please visit the following web site: https://lists.uchicago.
Event Type
Feb
10