Welcome to CIREQ’s new website !

Dynamic Conditional Correlation Models for Realized Covariance Matrices

Montreal Econometrics Seminar 2012-2013
joint with the departments of economics of the universities of Montréal, Québec à Montréal, Concordia and McGill and with CIRANO

room Xerox Canada (HEC Montréal, 3000, chemin de la Côte-Sainte-Catherine)

Organizers : Marine Carrasco & Victoria Zinde-Walsh

Upcoming Events