A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data
Paul Sangrey , University of Pennsylvania
Econometrics Workshop
Return to All Events

Details

University of Pennsylvania
3718 Locust Walk
Philadelphia, PA
Room: 309 McNeil Building
Date: Mar 27, 2017
Time:
Date: 
12:00pm - 1:00pm

Directions