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::: Hermann Otto Hirschfeld Lecture 2008
This is the podcast of the Hermann Otto Hirschfeld Lecture 2008
which took place on October 16 - 17, 2008 at Humboldt-Universität zu Berlin.
Introduction and distinction
Lectures 1 and 2: How to estimate volatility in the presence of market microstructure noise
Lecture 3: Introduction to jump processes
Lecture 4: Disentangling Diffusion from Jumps
Lecture 5a: Testing for Jumps in a Discretely Observed Process High Frequency
Lecture 5b: Testing for Jumps in a Discretely Observed Process Low Frequency
Bilder Galerie Hermann Otto Hirschfeld Lecture 2008
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