This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Keyword Search
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Keyword Search Criteria: sampling times returned 2 record(s)
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Thursday, 08/05/2010
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Realized Volatility When Sampling Times Can Be Endogenous
Yingying Li, Hong Kong University of Science and Technology ; Per Mykland, The University of Chicago; Eric Renault, The University of North Carolina at Chapel Hill; Lan Zhang, University of Illinois at Chicago; Xinghua Zheng, Hong Kong University of Science and Technology
8:35 AM
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2010 JSM Online Program Home
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