SoFiE Financial Econometrics Summer School "The Econometrics of Derivatives Markets" 2019 - Society for Financial Econometrics
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 calculus and mathematical finance but is otherwise self-contained.
|Event dates:||2019-08-12 – 2019-08-16|
|Organizer:||Society for Financial Econometrics SoFiE Volatility Institute, NYU Shanghai, China|
|Conference venue:||Shanghai, Pudong, 1555 Century Avenue|
|Classification:||C5 - Econometric Modeling ; G1 - General Financial Markets|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|