Neil Shephard

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