José Olmo presents research on financial volatility prediction at the Dynamic Econometrics Conference

During his presentation, José Olmo introduced a study developed in collaboration with a PhD student from the University of Zaragoza, focused on improving financial volatility prediction. The research proposes a new model based on the use of high‑frequency intraday data and the analysis of the empirical distribution of asset returns, aiming to achieve more accurate volatility estimates.

Improved measurement of volatility is essential for financial risk management, asset valuation, and investment decision‑making, all of which are critical to the functioning of financial markets. The study falls within the field of time series econometrics, incorporating advanced quantitative approaches to enhance the predictive performance of existing models.

The Dynamic Econometrics Conference is one of the leading international forums in the field, bringing together distinguished researchers, including Sir David Hendry (University of Oxford) and Emeritus Professor Andrew Harvey (University of Cambridge), to discuss recent developments in econometric methodology and empirical economic analysis. 

ARAID’s participation in this event further enhances the international visibility of research conducted in Aragón and underscores its contribution to key areas such as economic and financial analysis.