Special Seminar by Dr. Yingying Li (HKUST)

Date&Time
2016, March 10 (Thursday) 15:00-16:00

Admission Free,No Booking Necessary

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 (kawasakiアットマークism.ac.jp)
区切り線
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.