Meno di un minuto

On Thursday November 3, 2011, the FEEM seminar series continues with a talk  on "Finite sample results of range-based integrated volatility estimation", given by Filippo Spazzini (Edison) who will illustrate some research findings on the properties of Realized Range estimators of integrated variance, supported by a brief empirical application with high-frequency IBM data.

Fondazione Eni Enrico Mattei