Financial Econometrics

ESEM

Presenter(s)	Type			Length	Chair
Gustavo Fruet Dias Olivier Scaillet Yannick Dillschneider Daniele Bianchi	Contributed	24/08	07:00 UTC	90 mins	Francesco Ravazzolo

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Papers

(Listed in order of presenters above)

Price discovery and market microstructure noise

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Hedge Fund Performance under Misspecified Models

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Generalized Transform Analysis for Asset Pricing and Parameter Estimation

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Sparse multivariate modeling for stock returns predictability

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