BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Drupal iCal API//EN X-WR-CALNAME:Events items teaser X-WR-TIMEZONE:America/Toronto BEGIN:VTIMEZONE TZID:America/Toronto X-LIC-LOCATION:America/Toronto BEGIN:DAYLIGHT TZNAME:EDT TZOFFSETFROM:-0500 TZOFFSETTO:-0400 DTSTART:20230312T070000 END:DAYLIGHT BEGIN:STANDARD TZNAME:EST TZOFFSETFROM:-0400 TZOFFSETTO:-0500 DTSTART:20221106T060000 END:STANDARD END:VTIMEZONE BEGIN:VEVENT UID:682e15c2bef4e DTSTART;TZID=America/Toronto:20230331T103000 SEQUENCE:0 TRANSP:TRANSPARENT DTEND;TZID=America/Toronto:20230331T103000 URL:/statistics-and-actuarial-science/events/seminar-ca rsten-chong SUMMARY:Seminar by Carsten Chong CLASS:PUBLIC DESCRIPTION:Summary \n\nPLEASE NOTE: This seminar will be given in person. \n\nActuarial Science and Financial Mathematics seminar series \n\nCARST EN CHONG [http://www.columbia.edu/~chc2169/]\n_Columbia University_\n\nRoo m: M3 3127\n\nSTATISTICAL INFERENCE FOR ROUGH VOLATILITY: CENTRAL LIMIT TH EOREMS\nSEMINAR\n DTSTAMP:20250521T180450Z END:VEVENT END:VCALENDAR