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The Cambridge-INET Institute - continuing as the Janeway Institute


Dobrislav Dobrev

(Research Economist, Federal Reserve Board, Washington, USA)

Research Interests: High-Frequency Volatility, Jumps and Co-Movements
Financial Risk Measurement and Forecasting

Visiting between: (Monday 3rd June 2024 - Friday 14th June 2024)

Host: Andrew Harvey and Janeway Institute

Personal website:

Theme: empirical