Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence

• Series
  Econometrics Seminars and Workshop Series
• Speaker(s)
  Nikolaus Hautsch (University of Vienna, Austria)
• Field
  Econometrics

• Location
  Amsterdam Econometrics Seminars and Workshop Series
  Amsterdam
• Date and time

  March 20, 2015
  00:00