Home | Events Archive | Assessment of Uncertainty in High Frequency data: The Observed Asymptotic Variance, and the Question of Soft and Hard Edges
Seminar

Assessment of Uncertainty in High Frequency data: The Observed Asymptotic Variance, and the Question of Soft and Hard Edges


  • Series
    TI Finance Research Seminars
  • Speaker(s)
    Per Mykland (The University of Chicago, United States)
  • Field
    Finance
  • Location
    Amsterdam TI Finance Research Seminars
    Amsterdam
  • Date and time

    April 26, 2017
    00:00