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>?????. ???? BK21 ??????.
>2012? 7? 26, 27? ???? ??? ??? ??? ????.
>????? ?? ?? ??????? ? ? ?? ??? ??? ??? ??? ?? ?????? 2000??? ?? ?? ? ??? ??? ????. ??? ??? ???? ????? ???? ??????? ???? ?? ?? ???? ?? ?????.
>?? ????? ??????? ???????(Financial Econometrics)? ???? ???? Princeton University? Yacine Ait-Sahalia ??? ???? ???? ????? ???. ?? ? ???? ??? ?? ??? ?? ? ??? ??? ?? ????? ?? ?? ??? ?? ??? ????. ??????? ??? ????????.
>------------------------ ? ?-------------------------
>2012? 7? 26? ?? 201?
>Special Lecture 1 (10:00 – 11:30am)
>A Brief Introduction to Jump Processes
>Special Lecture 2 (1:30 – 3:00pm)
>Analyzing the Spectrum of Asset Returns: Jump and Volatility Components
>in High Frequency Data
>
>2012? 7? 27? ?? 201?
>Seminar (10:00 – 11:30am)
>Asset Allocation and Risk Management in a World Where All Asset Classes Can
>Fail Together
>
>Ait-Sahalia ?? ??:
>Otto A. Hack 1903 Professor of Finance and Economics, and
>Director, Bendheim Center for Finance, Princeton University
>
>Editor, Review of Financial Studies
>Associate Editor, Annals of Statistics, Econometrica, Journal of Finance,
> Journal of Financial Econometrics, Finance and Stochastics,
>Journal of Econometrics
>Editor(with L.P. Hansen), Handbook of Financial Econometrics
>
>???? BK21 ???? ??? ??? ?? • ???
>TEL : 02-2123-4430 / FAX : 02-393-1158
>http://ecobk21.yonsei.ac.kr/
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