Volatility, correlation and tails for systemic risk measurement (with Robert Engle)
Speaker
Christian Brownlees
Date & Time
8 May 2012
Type
Seminar
Venue
The Institute for Fiscal Studies
7 Ridgmount Street,
Fitzrovia,
London,
WC1E 7AE
Fitzrovia,
London,
WC1E 7AE