Seminar: Financial Risk Management: A review of some classical models on volatility

You are cordially invited to participate in the seminar organised by the Master of Arts in Personal Finance Education (MAPFE) Programme of the Department of Social Sciences (SSC).
 

Date:	March 2 (Thursday), 2023
Time:	11:00 - 12:10 (HKT, GMT+8)
Speaker:	Professor LI Wai Keung Dean of FLASS, EdUHK
Convenor:	Dr Tan Weiqiang Programme Leader of MAPFE
Venue:	B2-LP-14
Registration (for ELAT):	https://bit.ly/frmpf

 

Abstract:
The modelling of volatility is an important issue in asset allocation and risk management. This seminar reviews some important classical models for volatility including the famous GARCH family that was associated with the 2003 Nobel Prize in Economics.

Speaker’s biography:
Professor Li Wai Keung is currently Research Chair Professor of Data Science and the Dean of the FLASS at The Education University of Hong Kong (EdUHK). Professor Li is renowned for his works in time series analysis. Over the years, he has published more than 157 refereed journal articles and one single authored monograph by Chapman & Hall. His academic works are well cited by papers, textbooks and computer software. Professor Li is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics.

All are welcome!

For student participants, an ELAT record of 1 hour will be granted upon attending and completing the seminar.

Looking forward to your participation.