Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Yacine Ait Sahalia (Princeton University)
- TI Finance Research Seminars
Yacine Ait Sahalia (Princeton University)
Henrik Cronqvist (Ohio State University)
Ilan Cooper (Norwegian School of Management)
Manju Puri (Duke University)
Bruno Biais (Institut d'Economie Industrielle Toulouse)
Anna Kovner (Harvard University)
David Scharfstein (Harvard Business School)
Todd Sinai (Wharton School - University of Pennsylvania)
Michael Lemmon (University of Utah)
Wadia Haddaji (Duke University)
Dino Palazzo (New York University)
Kai Li (University of British Columbia)
Alex Edmans (Wharton School, University of Pennsylvania)
Charlotte Ostergaard (Norwegian School of Management)
David Lando (Copenhagen Business School)
Martin Brown (Swiss National Bank)
Miguel Ferreira (Business School Lisbon)
Murillo Campello (University of Illinois)
Vikrant Vig (London Business School)