Joint Econometrics-Finance Seminar: Dacheng Xiu, The University of Chicago Booth School of Business

Title: When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility

2017.12.13 | Bodil Krog

Date Thu 22 Mar
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Dacheng Xiu, The University of Chicago Booth School of Business

Title: When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility 

Area of Research: Financial Econometrics, Derivatives

Organizers: Shin Kanaya and Agatha Murgoci

Econometrics Seminar Series, Finance and Accounting Seminar Series
14304 / i32