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
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High-frequency Realized Stochastic Volatility Model

31 Oct 2020, 10:30


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

Primary author

Jouichi Nakajima (Bank of Japan)


Toshiaki Watanabe (Hitotsubashi University)

Presentation Materials