BEGIN:VCALENDAR
X-WR-CALNAME:More efficient estimation of volatility models via Quantile Regression
PRODID:-//Brunel Events//v1.0//EN
VERSION:2.0
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-MS-OLK-FORCEINSPECTOROPEN:TRUE
BEGIN:VEVENT
CLASS:PUBLIC
X-GWITEM-TYPE:APPOINTMENT
SUMMARY:More efficient estimation of volatility models via Quantile Regression
TRANSP:OPAQUE
X-GWSHOW-AS:BUSY
DTSTART:20120618T160000
DTEND:20120618T170000
DESCRIPTION:Speaker: Professor Zhijie Xiao, Boston College, USA
LOCATION:John Crank Room 128
END:VEVENT
END:VCALENDAR