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