Covariance forecasting in European equity markets

Speaker: Lazaros Symeonides (University of East Anglia)

Speaker biography

Lazaros is a Lecturer in Finance at Norwich Business School. He obtained his PhD from the ICMA Centre, University of Reading.  His research focuses on the areas of commodity derivatives, empirical asset pricing and financial econometrics. 

He has a particular interest in the following research topics: the impact of jumps on returns and volatility,  survey forecasts, volatility and covariance forecasting with high frequency data, determinants of commodity risk premiums  and correlation risk.