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S.I.E. RSA 2025


66a RSA - Università degli Studi di Napoli Parthenope

Napoli, 23-25 Ottobre 2025


Patrick Spitzer

Finance - TU Dortmund University
patrick.spitzer@tu-dortmund.de


Saturday, 25 October - 10:00 - 11:20


QUANTITATIVE METHODS II
Chair: Dario Palumbo - UniversitĂ  CĂ  Foscari di Venezia
Room: Aula 7

Paper  
Evaluating Data-Driven Risk Estimation: A Practical Assessment of Volatility Forecasting under Stress Conditions
By  Peter N. Posch Faculty of Business, Economics and Social Sciences - TU Dortmund University    Patrick Spitzer Finance - TU Dortmund University    
Presented by  Patrick Spitzer Finance - TU Dortmund University    
pdf