Dear all, On Thursday 27 September 2018 at 12.00 - Polo Santa Marta, Via Cantarane 24, Sala Vaona Prof. Giacomo Bormetti - University of Bologna will give the seminar "Modeling correlation dynamics with canonical Vines" Abstract: When modeling correlation dynamics, tackling the issue of positive definiteness is a challenging task. At high frequencies in a multivariate financial setting, observational noise and asynchronicity makes the goal even more difficult. After reviewing different observation-driven approaches available in literature, I will focus on a recently proposed modeling framework based on regular vines. Please also find attached the full list of our Finance seminars. Feel free to forward this announcement to your colleagues. Best Regards, -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto@univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------