The seminar “Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese Stock Market” by professor Nuno Sobreira (Department of Mathematics, Lisbon School of Economics & Management, Universidade de Lisboa), will take place on May 8, at 11 a.m., within the Probability and Statistics Seminars organised by the Department of Mathematics (DM-IST).
Venue: room P3.10, Mathematics building.
