The Euro and European Financial Market Integration
主讲人：Stephen Taylor教授
时间：2005年5月12日（星期四）上午10：00
地点：北京大学光华管理学院光华楼201
专题讲座
Issues in financial econometrics research
(a) High-frequency and continuous-time asset price dynamics
(b) The predictive information in option prices
主讲人：Stephen Taylor教授
时间：2005年5月12日（星期四）下午2：00
地点：光华楼201
Stephen Taylor is a Professor of Finance at Lancaster University, UK, where he teaches courses in financial econometrics. He has made several theoretical and empirical contributions to research into asset and option prices, which are described in his two books, Modeling Financial Time Series (Wiley, 1986) and Asset Price Dynamics, Volatility and Prediction (Princeton UP, 2005 in press). His recent research covers high-frequency datasets, volatility forecasting, and density estimation for future asset prices. He is a prominent member of the European Finance Association and an associate editor of Mathematical Finance, the Journal of Banking and Finance and other journals.
