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Speakers:
15.00-15.15
Masahiro Handa, Ritsumeikan University
Symmetric Positive Semi-Definite Fourier Estimator Applied to Spot and Forward Rates
15.20-15.35
Francesco Campigli, Florence University
Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystem service provision
15.40-15.55
Hitomi Ishiwada, Ritsumeikan University
Randomized Positive Definite Fourier-Malliavin Estimator
16.00-16.15
Leonardo Bambagioni, Florence University
The dependence structure of multivariate spot volatilities: an empirical high-frequency study.
16.20-16.35
Beatrice Soracco, Florence University
An empirical study of temperature volatility in the U.S. and an exploration of the link with natural gas returns volatility.
16.40-16.55
Lorenzo Ducci, Florence University
Rough stochastic volatility models: Estimation of the Hurst exponent.