Conference on Volatility and High Frequency Data
Chicago, April 21-22, 2007
The Stevanovich Center for Financial Mathematics
The past ten years have seen enormous developments in measuring volatility of financial instruments. On the econometric side, increased use of sophisticated statistical and probabilistic techniques now permit the transformation of high frequency trading data into increasingly reliable estimates of volatility and related quantities. At the same time, methods for studying implied volatility from derivatives data have made great progress. This conference brings together some of the world's leading scholars to further push the boundaries of our understanding of this field.
Department of Economics, Princeton University
The conference is open to all participants. To register, and for questions relating to accomodation, please contact Terri Rossi through firstname.lastname@example.org
Talks are by invitation only. For academic questions, please contact
the organizers through email@example.com