Join us in our upcoming Applied Economics Seminar at the Graduate Center organized by Professor Agbeyegbe, Hunter College & Graduate Center.
A lecture by:
Xiye Yang, Department of Economics, Rutgers University, New Brunswick
“Jump Contagion in Financial Markets”
The talk will be based on two of his co-authored papers:
Testing for mutually exciting jumps and financial flights in high frequency data (link to paper)
And Testing for Self-Excitation in Jumps (link to the paper).
Date: Monday, February 6, 2017
Location: 365 Fifth Avenue, New York, NY
Travel Directions to The Graduate Center:
By Subway: B, D, F, N, R, or Q to 34th Street-Herald Square; walk east to 5th Avenue 6 to 33rd Street.
By Bus: M1, M2, M3, M4, M5, M6, M7, M16, M34, Q32.