Regime Changes and Financial Markets with Andrew Ang, Columbia Business School

Regime switching models can match the tendency of financial markets to change their behavior abruptly and the phenomenon that the new behavior of financial variables often persists for several periods after such a change. While the regimes captured by regime switching models are identified by an econometric procedure, they often correspond to different periods in regulation, policy, and other secular changes.

SQA Members: $40 Regular or Academic; $20 Transitional; $20 Student
Non-Members: $60 IAFE, QWAFAFEW, or NYSSA Members; $80 Non-members

5:30pm Check-in & networking cocktail reception
6:00pm Speaker Presentation
7:00pm Networking reception continues
7:30pm Adjourn

NO WALK-INS WILL BE ALLOWED! Due to the building security constraints, you MUST preregister for this program via the SQA website (http://sqa-us.org) in order to be admitted. No exceptions.

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