2019-08-12–2019-08-16 - Shanghai, Pudong, 1555 Century Avenue (China) - Society for Financial Econometrics SoFiE; Volatility …
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...
