Posted 7/3/09
CORE LECTURE SERIES
JUMPS AND VOLATILITY IN HIGH FREQUENCY FINANCIAL DATA
Yacine AIT-SAHALIA, Princeton University
September 14-16, 2009
See: http://www.uclouvain.be/en-238520.html
PROGRAM:
Monday, September 14, 2009
14:00-16:00
Introduction: Analyzing the Spectrum of High Frequency Returns
Tuesday, September 15, 2009
11:00-12:30 and 14:30-16:00
The Fine Characteristics of Jumps in High Frequency Data
Wednesday, September 16, 2009
11:00-12:30 and 14:30-16:00
Dealing with Market Microstructure Noise in Jumps and Volatility
LOCATION:
CORE, 34 Voie du Roman Pays,
B-1348 Louvain-la-Neuve (Belgium)
ACCOMMODATION:
Participants are asked to make their own reservation.
Rooms have been booked at Best Western Hotel in Wavre
(97 Euro/night)
Best Western Hotel:
Email: MAILTO:info@wavrehotel.be
Tel: +32-10-243334
Please mention the reference "UCL-CORE Lecture Series."
Some rooms are still available at Hotel Mercure in Louvain-la-Neuve
(85 Euro/night)
Hotel Mercure:
Email: MAILTO:H2200@accor.com
Tel: +32-10-450751
REGISTRATION:
The conference registration form has to be sent before
August 21, 2009. See:
http://www.uclouvain.be/cps/ucl/doc/core/documents/RegFormCLS.pdf
Some funds will be available for students to attend the
Lecture Series. Applications should be sent before July 20
to Professor Luc Bauwens and include a curriculum vitae
and a letter of reference from one of the applicant's
professors. A reply will be given before July 31.
FURTHER INFORMATION:
For further information, contact:
CONTACT: Micheline Delize
Email: MAILTO:micheline.delize@uclouvain.be
Tel: +32-10-474345
CONTACT: Francisco Santana Ferra
Email: MAILTO:francisco.santana@uclouvain.be
Tel: +32-10-474338