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Department of Mathematics,
University of California San Diego

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Math 288C - Stochastic Systems Seminar

Yiren Wang - UCSD Graduate student

UC San Diego

On A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data

Host: Ruth Williams

November 19, 2020

2:00 PM

Zoom information can be obtained by emailing Professor Williams

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