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Sessions Were Renumbered as of May 19.

Legend:
CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Keyword Search Criteria: high-frequency finance returned 2 record(s)
Monday, 08/01/2016
Network System Identification for Point Processes
Victor Solo, University of New South Wales
11:35 AM

Tuesday, 08/02/2016
Autoregression on Multiple, Adaptively Detected Timescales for the Modeling of High-Frequency Returns
Rafal Baranowski, London School of Economics; Piotr Fryzlewicz, London School of Economics
9:25 AM

 
 
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