Market Microstructure, Quantitative Trading, High Frequency and Large Data

Markus Bibinger gives a presentation on "Statistics of high-frequency data with limit order microstructure noise" at the conference on "Market Microstructure, Quantitative Trading, High Frequency and Large Data" at the Stevanovich Center for Financial Mathematics at the University of Chicago. Moreover, he is visiting Per Mykland for a research stay at the University of Chicago until May 19.

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