33rd QFRG & DSLab research seminar

The Systemic Risk Approach Based on Implied and Realized Volatility

Name: The Systemic Risk Approach Based on Implied and Realized Volatility
Start: 2023-04-03T18:30:00+02:00
End: 2023-04-03T20:00:00+02:00
Location: Faculty of Economic Sciences, University of Warsaw

Announced as the 32nd seminar (numbering corrected).

Paweł Sakowski

Rafał Sieradzki

Robert Ślepaczuk

Materials

PaperPublished / working paper RecordingVideo of the talk PosterSeminar announcement