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Integrating Historical Data and Expectations in Financial Econometrics

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  • R405, 4th Floor, Lionel Robbins Building, LSE
  • Programme

This conference was the final dissemination event organised as part of the  EPSRC funded project at FMG on "Integrating Historical Data and Market Expectations in Risk Assessment for Financial Institutions" with the objective to develop a consistent statistical methodology for integrating historical information and expectations imbedded in market prices

Papers

Presentations

FMG would like to thank the Engineering and Physical Sciences Research Council (EPSRC) for supporting our research (Grant No: EP/C522958/1)

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