Name: MPhil in Operations Management - Bayesian shrinkage estimation of time-varying covariance matrices in financial time series
Start: 2018-06-05
End: 2018-06-05

MPhil in Operations Management - Bayesian shrinkage estimation of time-varying covariance matrices in financial time series

5 June 2018

3:00pm - 6:00pm

Room 4047, Lee Shau Kee Business Building, HKUST

Event Format

Thesis Defense

Candidate

LIU, Wing Ki

Language

English