Date | March 16th (Fri) 17:10-18:40 |
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Venue | Conference Room, 3rd Floor, IER |
Speaker | Kyuho Kang (Korea University) |
Title | "Stochastic Volatility Dynamic Nelson-Siegel Model with Time-Varying Factor Loadings and Correlated Factor Shocks" |
Organizers | Tomohito Okabe [IER] and Toshiaki Watanabe [IER] |