Presentations at an Academic or Professional conference (2014), UT/Princeton Tripartite Workshop on Financial Econometrics
Inferring Volatility Dynamics and Variance Risk Premia: An Efficient Bayesian Approach
LI, J. and FULOP, A. (2014). Inferring Volatility Dynamics and Variance Risk Premia: An Efficient Bayesian Approach. In: UT/Princeton Tripartite Workshop on Financial Econometrics.
