Estimating the spot variance in the presence of intraday periodicity and microstructure noise. Application to high frequency jump test
Pawel Janus (VU Amsterdam)
- PhD Lunch Seminars
Pawel Janus (VU Amsterdam)
Joeri Sol
Kenneth Shepsle (Harvard University)
Manolis Galenianos (Penn State University)
Bernd Schwaab (VU Amsterdam)
David Lando (Copenhagen Business School)
Felix Lamp
Martin Brown (Swiss National Bank)
Saul Lach (The Hebrew University of Jerusalem)
Erik de Wit (University of Amsterdam)
OPERATIONS RESEARCH & HEALTH CARE (17 - 18 November)
Peter Exterkate
Michal Krawczyk (University of Amsterdam)
John Knowles (University of Pennsylvania)
Miguel Ferreira (Business School Lisbon)
Julia Swart
Armin Falk (Bonn University, Institute for the Study of Labour)
Michael Binder (Goethe University, Frankfurt)
Robert Gary Bobo (CREST-INSEE)
Sylvie Blasco (CREST France)