STICERD Econometrics Seminar Series
Analyzing the Spectrum of Asset Returns: Jump and volatility components in high frequency data
Yacine Ait-Sahalia (Princeton University), joint with Jean Jacod
Thursday 27 May 2010 14:00 - 15:30
TW2 1.12, Tower 2, LSE, 2 Clement's Inn, Mobil Court, WC2A 2AZ
Many of our seminars and public events this year will continue as online seminars or as online and in person. Please check our website listings and Twitter feed @STICERD_LSE for updates.
Unless otherwise specified, current restrictions mean in-person seminars are only open to members of the LSE community (those with a valid LSE ID card).
Those unable to join the seminars in-person are welcome to participate via zoom.
About this event
STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, ONLINE, unless specified otherwise.
For further information please contact Lubala Chibwe, either by email: firstname.lastname@example.org.
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This event will take place in TW2 1.12, Tower 2, LSE, 2 Clement's Inn, Mobil Court, WC2A 2AZ. The building is labelled on the map.