Doctoral Dissertation Oral Defense of Sreeram Anantharaman

Monday, July 15, 2024 11:00 AM – 1:00 PM

Description
Title: Investigations in Irregularly-spaced High Frequency Financial Time Series Field of study: Statistics Volatility modeling is crucial in finance, particularly for intra-day transaction-level asset returns. The irregular and high-frequency nature of this data, characterized by random gaps between successive transactions, presents unique challenges. This dissertation introduces a new set of time series models designed to accommodate these random gaps, effectively modeling intra-day asset returns in both univariate and multivariate setups.
Website
https://events.uconn.edu/graduate-school-theses-and-dissertation-defense/event/67180-doctoral-dissertation-oral-defense-of-sreeram

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