Thematic seminars big data and econometrics seminar

Neil Shephard

Harvard University

Some properties of the sample median of an in-fill sequence with an application to high frequency financial econometrics

Online

Date(s): Tuesday, January 24 2023
2:00pm to 3:30pm
Contact(s): Michel Lubrano: michel.lubrano[at]univ-amu.fr
Pierre Michel: pierre.michel[at]univ-amu.fr
More information: Click on the Zoom link to follow the seminar