• Graduate program
  • Research
  • Summer School
  • Events
    • Summer School
      • Sustainable Finance
      • Applied Public Policy Evaluation
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From preference to choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
  • Magazine
Home | Events Archive | Estimating the spot variance in the presence of intraday periodicity and microstructure noise. Application to high frequency jump test
Seminar

Estimating the spot variance in the presence of intraday periodicity and microstructure noise. Application to high frequency jump test

  • Series
    PhD Lunch Seminars
  • Speaker
    Pawel Janus (VU Amsterdam)
  • Location
    PhD Lunch Seminars Amsterdam
    Amsterdam
  • Date and time

    December 02, 2008
    00:00