5th QFRG & DSLab research seminar

Size Does Matter. A Study of the Required Window Size for Optimal Quality Market Risk Models

Name: Size Does Matter. A Study of the Required Window Size for Optimal Quality Market Risk Models
Start: 2020-11-16T17:00:00+01:00
End: 2020-11-16T18:30:00+01:00
Location: Faculty of Economic Sciences, University of Warsaw

Mateusz Buczyński

Marcin Chlebus

Materials

PaperPublished / working paper RecordingVideo of the talk PosterSeminar announcement