This site introduces events at HIAS GLECS (Hitotsubashi Institute for Advanced Studies, Research Center for Global Economic Systems).
31 October 2020 to 13 December 2020
Asia/Tokyo timezone
Registration for "Microeconomic Theory" & "Hitotsubashi Conference on International Trade and FDI 2020" is open. If you would like to register, please go to "Registration" page.

High-frequency Realized Stochastic Volatility Model

31 Oct 2020, 10:30
40m

Description

Speaker: Jouchi Nakajima (Bank of Japan)
Co-author: Toshiaki Watanabe (Hitotsubashi University)

Primary author

Jouichi Nakajima (Bank of Japan)

Co-author

Toshiaki Watanabe (Hitotsubashi University)

Presentation Materials