01 September 2011 11:00AM
The Fall 2011 semester of the Financial Econometrics lunch workshop welcomes Roel Oomen from Deutsche Bank on September 19th, here to present his paper “Fact or Friction: Jumps at Ultra High Frequency”, and Asger Lunde from Aarhus University, Denmark, on October 24th. The workshop is held from 11:40am-12:55pm in room 113 of the Social Sciences Building.