LECTURE AUDIO AND SLIDES

October 25, 2014

Quasi-maximum Likelihood Estimation of Volatility with High Frequency Data
Dacheng Xiu
Princeton

This web presentation contains the audio and slides of a lecture given at the Fields Institute on April 24, 2010 as part of the Workshop on Financial Econometrics.

Listen to audio presentation:


You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

Shown: slide 1, large size.   Next Slide | Switch to small size

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 Image of Slide