Ilze Kalnina - Université de Montréal
Model-Free Leverage Effect Estimators at High Frequency
Date: 03/20/2014 (Thu)
Time: 3:30pm- 5:00pm
Location: Seminar will be held on-site: Social Sciences room 113
Organizer: Andrew Patton
Meeting Schedule: (Not currently open for scheduling. Please contact the seminar organizer listed above.)
All meetings will be held in the same location as the seminar unless otherwise noted.
3:30pm - Seminar Presentation (3:30pm to 5:00pm)