• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Summer School
      • Behavioral Macro and Complexity
      • Climate Change
      • Econometrics and Data Science Methods for Business, Economics and Finance
      • Networks in Micro- and Macroeconomics
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
  • Alumni
  • Times
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
    PhD Lunch Seminars
  • Speaker
    Pawel Janus (VU Amsterdam)
  • Location
    PhD Lunch Seminars Amsterdam
    Amsterdam
  • Date and time

    December 02, 2008
    00:00