Program > Parallel sessions
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Jumps or flatness? Aleksey Kolokolov, Roberto Renò sciencesconf.org:qffe2018:196638
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The Beta-Adjusted Covariance estimator Kris Boudt, Kirill Dragun, Steven Vanduffel, Tim Verdonck sciencesconf.org:qffe2018:196931
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Zeros Federico Bandi, Davide Pirino, Roberto Renò sciencesconf.org:qffe2018:197050
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Integrated and spot Betas in a continuous time Multi-Factor: Theory and Estimation Orimar Sauri sciencesconf.org:qffe2018:197389
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