Special Seminar by Dr. Yingying Li (HKUST)

Date&Time

2016, March 10 (Thursday)　15:00-16:00

Place

統計数理研究所　セミナー室2 (D304)
/ Seminar Room2 (D304)@ The Institute of Statistical Mathematics

Contact

Yoshinori Kawasaki　(kawasakiism.ac.jp)

Speaker

Yingying Li (Associate Professor,　Hong Kong University of Science & Technology)

Title

A Unified Approach to Volatility Estimation　in the Presence of Both Rounding and Random　Market Microstructure Noise

※You can see the abstract and download the paper at SSRN.