9:00 – Opening
9:05 – Francesco Violante (Aarhus University), Variance Risk Premia, Return Predictability, Short Term Euphoria and Long Term Fears
9:55 – Fulvio Corsi (Ca’ Foscari University of Venice), Term Structure of Variance Risk Premium in Multi-Component GARCH Models
10:45 – Coffee break
11:10 – Cecilia Mancini, University of Florence, Truncated Realized Covariance when Prices Have Infinite Variation Jumps
12:00 – Short Talks Session 1: Peter Schotman (Maastricht University), Carlo Lucheroni (University of Camerino)
13:00 – Light lunch
14:30 – Short Talks Session 2: Rocco Ciciretti (University of Rome Tor Vergata), Michael Schneider (Scuola Normale Superiore – Pisa), Michael W.D. Kurz (Maastricht University)
16:00 – Coffee break
16:30 – Short Talks Session 3: Alessandro Pollastri (Maastricht University), Jacopo Staccioli (S. Anna School of Advanced Studies – Pisa), Chiara Benazzoli (University of Trento)
18:00 – Closing
There is no registration fee.
For information write to sfw@unisi.it.
