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...

Two central themes will be related to Asia and the Pacific studies and the PRC economy. The Asia and the Pacific region has experienced market-oriented reforms, openness and globalization, economic regionalization, cross-border interactions, integration, etc., which underpin the first theme....