Talk page

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

Speaker:
Yacine Ait-sahalia

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

Workshop:
Birs- 13w5008: Modeling High-Frequency Trading Activity