Seminar: Koomla Ulrich Hounyo

Title: Bootstrapping pre-averaged realized volatility under market microstructure noise

Info about event


Monday 13 February 2012,  at 13:00 - 14:00


Bartholins Allé 10, 8000 Aarhus C, building 1326, room 219

CREATES arranges seminars on a regular basis, normally every Thursday. The speakers come from worldwide universities and other research institutions - and from CREATES itself.

Organizer: Professor Eric Hillebrand.