Video: Yacine Ait-Sahalia, "Discussion on econometrics of high-frequency data (Led by Yacine Ait-Sahalia and Torben Andersen)"

Video From 13w5008: Modeling High-Frequency Trading Activity

Yacine Ait-Sahalia, Princeton University

Thursday, September 5, 2013 11:10 - 12:03

Discussion on econometrics of high-frequency data (Led by Yacine Ait-Sahalia and Torben Andersen)

Yacine Ait-Sahalia, Video: Discussion on econometrics of high-frequency data (Led by Yacine Ait-Sahalia and Torben Andersen)

Yacine Ait-Sahalia, Discussion on econometrics of high-frequency data (Led by Yacine Ait-Sahalia and Torben Andersen), Modeling High-Frequency Trading Activity, BIRS, BIRS talk, 13w5008, math, mathematics, video

Banff International Research Station

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189M

http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos

http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309051110-AitSahalia.html

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