2020 Fiscal Year Research-status Report
Econometric methods for high frequency data
| Project/Area Number |
20K13470
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| Research Institution | Keio University |
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Principal Investigator |
ポチロン ヨアン 慶應義塾大学, 商学部(三田), 准教授 (60781119)
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| Project Period (FY) |
2020-04-01 – 2023-03-31
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| Keywords | econometrics |
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| Outline of Annual Research Achievements |
The research went pretty well. The first project has given rise to a working paper, which should now be soon submitted into a peer reviewed research journal. In the second project, the numerical simulations are still being performed. In the third project, we have already submitted the paper to a peer review research journal.
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| Current Status of Research Progress |
Current Status of Research Progress
2: Research has progressed on the whole more than it was originally planned.
Reason
The first and third project went slightly faster than anticipated, whereas the second project is taken a little bit more time than expected. So the overall work is progressing rather smoothly.
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| Strategy for Future Research Activity |
As already mentioned in the previous parts, Project 1 is on the verge of submission, so there is only a few polishing to be done. Project 2 is a little bit behind, and I still need to work the numerical simulation, and probably after that the empirical work. Project 3 has already been submitted, so there is no extra work until we hear more from the paper from the reviewers.
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| Causes of Carryover |
Because of Corona-related situation, I was not able to take part of international conferences, and to give any seminar, so this is the reason why there is some money left.In 2021, I plan to go to Sofie annual conference, a seminar in Ecole Polytechnique in France, and to go to the Econometric Society meeting in Hong Kong.
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