In this keynote, Sébastien Laurent draws on his deep expertise in econometrics to challenge the current state of volatility modelling and explore cutting-edge methodologies for assessing and forecasting conditional risk in complex portfolios.
The browser you are using is not supported that will prevent you from accessing certain features of the website. We want you to have the best possible experience. For this you'll need to use a supported browser and upgrade to the latest version.
Get the latest version here.