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XVII Workshop on Quantitative Finance -- Session on FINANCE II (Sala Azzurra)
Parallel Sessions
29 January 2016 - 29 January 2016
Aims and Research Directions
List of Participants
Invited Speakers
Timetable
Documents
Timetable
Weeks:
[
Fri 29 Jan - Fri 29 Jan
]
Date
Time
Speaker
Room
Fri 29 Jan
16:00- 17:30
Barone-Adesi, Giovanni - Sala, Carlo
"Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set"
Sala Azzurra
16:00- 17:30
Lux, Thomas - Recchioni, Maria Cristina - Tedeschi, Gabriele
"From bond yield to macroeconomic instability: a parsimonious affine model"
Sala Azzurra
16:00- 17:30
Formenti, Matteo - Ramponi, Fabio - Spadafora, Luca - Terraneo, Marcello
"The efficiency of Anderson-Darling test with limited sample size size: an application to"
Sala Azzurra
