School Seminars and Colloquia

Student Processes

Stochastic Processes Seminar

by Professor Nikolai Leonenko


Institution: Cardiff University, United Kingdom
Date: Fri 14th September 2007
Time: 3:15 PM
Location: Theatre 1, ICT Building (111 Barry St, Carlton) Uni of Melb

Abstract: With the aim of modelling key stylized features of observational series
from economic and finance a number of stochastic processes with Student
marginals and various types of dependence structures are discussed.

For More Information: Ass Prof Konstantin Borovkov K.Borovkov@ms.unimelb.edu.au