Skip to main content

STICERD Econometrics Seminar Series

Forecasting financial volatilities with extreme values: The conditional Autoregressive Range (CARR) model

Ray Chou (Academia Sinica)

Thursday 13 December 2001 17:00 - 18:30

Many of our seminars and public events this year will continue as in person or as hybrid (online and in person) events. Please check our website listings and Twitter feed @STICERD_LSE for updates.

Unless otherwise specified, in-person seminars are open to the public.

Those unable to join the seminars in-person are welcome to participate via zoom if the event is hybrid.


About this event

STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, ONLINE, unless specified otherwise.

Seminar organisers: Professor Tai Otsu and Dr. Vassilis Hajivassiliou.

For further information please contact Lubala Chibwe, either by email: l.chibwe@lse.ac.uk.

Please use this link to subscribe or unsubscribe to STICERD Econometrics mailing list (emetrics).