2023 Fiscal Year Annual Research Report
Econometric methods for high frequency data
| Project/Area Number |
20K13470
|
|---|
| Research Institution | Keio University |
|---|
Principal Investigator |
ポチロン ヨアン 慶應義塾大学, 商学部(三田), 准教授 (60781119)
|
|---|
| Project Period (FY) |
2020-04-01 – 2024-03-31
|
| Keywords | financial econometrics |
|---|
| Outline of Annual Research Achievements |
The research went well overall. All of the results obtained during the
previous years have been presented in seminars, conferences and
discussed with leading experts in the fields. We had a good feedback
about our research, and some drawbacks in our approach to consider to
improve the future of research.
|
