Séminaire FDD-FiME

Séminaire FDD-FiME // M. Hoffmann

IHP

Marc Hoffmann (Ceremade, Université Paris Dauphine - PSL) Title : Disentangling endogenous and exogenous correlations of low frequency data using high frequency information Abstract : Given empirical data of two times series, we address the ...

Page 1 of 32