The course is intended for Ph.D. students and researchers in statistics, econometrics and finance with an introduction to methods to analyze high frequency data and estimate parametric and nonparametric financial models using such data. The course assumes some familiarity with stochastic...

The course is intended for Ph.D. students and researchers in statistics, econometrics and finance with an introduction to methods to analyze high frequency data and estimate parametric and nonparametric financial models using such data. The course assumes some familiarity with stochastic...

The Editors of Accounting & Finance invite submissions that address issues related to the Research Forum theme. We believe the theme is sufficiently broad to encompass submissions from all areas of accounting as well as finance. We particularly encourage papers related to the implementation of...