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Home | Events Archive | Estimating the spot variance in the presence of intraday periodicity and microstructure noise. Application to high frequency jump test
Seminar

Estimating the spot variance in the presence of intraday periodicity and microstructure noise. Application to high frequency jump test


  • Series
    Array
  • Speaker
    Pawel Janus (VU Amsterdam)
  • Location
    PhD Lunch Seminars Amsterdam
    Amsterdam
  • Date and time

    December 02, 2008
    00:00