EEG I University of Minho
The Economic Policies Reserch Unit (NIPE) is organizing, from June 13th to June 16th, 2016, its 13th Summer School on “An Introduction to High Frequency Financial Econometrics and Trading”. The course will be taught by Professor Yacine Ait-Sahalia (Princeton University).
The course shall cover the following topics:
From Diffusions to Semimartingales
High Frequency Volatility and Jump Estimation
High Frequency Market Making: Theory and Empirical Evidence
Applications should arrive no later than May 2nd, 2016.
The Organizing Committee:
Natália Pimenta Monteiro