Local Method of Moments Estimation of Integrated and Spot Covariation

Monday, September 9, 2013 - 4:30pm - Monday, September 9, 2013 - 6:00pm

Econometrics Seminar

University of Pennsylvania

3718 Locust Walk
410 McNeil

Philadelphia, PA
19104

United States

(Joint paper with Markus Bibinger, Peter Malec, and Markus Reiss)