Presentations
Hayashi, Takaki
1-2 items (total 2)
2016.12
A Multiresolution approach to high-frequency lead-lag analysis
- Speaker
- Takaki Hayashi
- Conference Title
- [Conference Category International presentation] Conference Title Market Microstructure Confronting Many Viewpoints #4（Venue Paris） Organizer Institut Louis Bachelier Dates 2016.12.06 - 2016.12.09
- Organizer
- Institut Louis Bachelier
- Invitation Status
- With
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (invited, special)
2016.07
From covariance estimation to lead-lag analysis with high-frequency data: methods and issues
- Speaker
- Takaki Hayashi
- Conference Title
- [Conference Category International presentation] Conference Title 9th Bachelier World Congress Organizer Bachelier Finance Society Dates 2016.07.15 - 2016.07.19
- Organizer
- Bachelier Finance Society
- Presentation Format
- International presentation
- Language of Publication
- English
- International Co-authorship
- No
- Conference Category
- Oral presentation (invited, special)