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Econometric Analysis of Multivariate Realised QML : Estimation of the Covariation of Equity Prices under Asynchronous Trading

Marcel-Dagenais Econometrics and Macroeconomics Seminar 2012-2013
joint with the Département de sciences économiques, Université de Montréal & CIRANO

room C-6070 (U. of Montreal, Pavillon Lionel-Groulx, 3150, rue Jean-Brillant)

Organizers :
Rui Castro (514-343-6760)
Marc Henry (514-343-2404)

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