Home | Events Archive | Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Seminar

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data


  • Series
    TI Finance Research Seminars
  • Speaker
    Yacine Ait Sahalia (Princeton University)
  • Field
    Finance
  • Location
    Amsterdam TI Finance Research Seminars
    Amsterdam
  • Date and time

    May 12, 2009
    00:00