Dynamic Negative Binomial Difference Model for High Frequency Returns
Istvan Barra (VU University Amsterdam)
- PhD Finance Seminars
Istvan Barra (VU University Amsterdam)
Alexandros Karlis (University of Warwick, United Kingdom)
Karin S. Thorburn (NHH Norwegian School of Economics, Norway)
Olivier Marie (Maastricht University)
Kim Peijnenburg (Bocconi University, Italy)
Stuart Rosenthal (Syracuse University, United States)
David Gill (University of Oxford, United Kingdom)
Lammertjan Dam (University of Groningen)
Jean-Noël Barrot (Massachusetts Institute of Technology, United States)
Falk Brauning (VU University Amsterdam)
Yaniv Grinstein (Cornell University, Ithaca, New York, United States)
Yang Liu (University of Amsterdam)
Uta Schönberg (University College London, United Kingdom)
Olivier Marié (Maastricht University, the Netherlands)
Scott Duke Kominers (Harvard University, United States)
Danielle Li (Kellogg School of Management, Northwestern University, United States)
Tong Wang (Erasmus University Rotterdam)
Holger Strulik (University of Goettingen, Germany)
Michael Massmann (VU University Amsterdam, the Netherlands)
Buhui Qiu (Erasmus University Rotterdam, the Netherlands)