In December 2015, Jaideep Oberoi presented a paper with Jim Griffin and Evangelia Mitrodima (LSE – a past PhD student) at the Quantitative Methods in Finance conference, which was held in Sydney from 15th – 18th December. The presentation was titled: Modelling time variation in the scale and shape of the return distribution using multiple quantiles.
News from the School of Mathematics, Statistics and Actuarial Science at Kent