Program > Parallel sessions
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Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation
Yifan Li, Ingmar Nolte, Sandra Nolte
sciencesconf.org:qffe2018:194309 |
A simple measure of microstructure noise
Merrick Li
sciencesconf.org:qffe2018:196623 |
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data
Max Ole Liemen, Olaf Posch, Michel van der Wel
sciencesconf.org:qffe2018:197118 |
High-frequency volatility in a time deformed framework, the role of volume, durations and jumps through intraday data
Antonio Santos
sciencesconf.org:qffe2018:197212 |
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