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Continuous-time methods are powerful tools for financial modelling, but it is only in recent years that we have seen the application of similar methods in empirical analysis. Xiye Yang contributes to this emerging field of high frequency econometrics by developing new tools and proposing a new statistical procedure to test the specification of a given option pricing model.

Event details of High frequency financial econometrics
Date 16 June 2015
Time 10:00 -11:00

X. Yang:  Essays on High Frequency Financial Econometrics


Prof. H.P. Boswijk

Prof. R.J.A. Laeven



This event is open to the public.