Date:
Monday, October 3, 2022, 1:30pm to 2:30pm
Location:
Littauer M-16, North Yard
Neil Shephard (Harvard University) "Some Properties of the Sample Median of an in-Fill Sequence of Events with an Application to High Frequency Financial Econometrics"
Canvas site: https://canvas.harvard.edu/courses/105451
Contact: Eric Unverzagt, eunverz@fas.harvard.edu
Metrics Econ Workshop List: https://web.lists.fas.harvard.edu/mailman/lists/metricsecon-workshop-lis...