The course is intended for Ph.D. students and researchers in statistics, econometrics and finance with an introduction to methods to analyze high frequency data and estimate parametric and nonparametric financial models using such data. The course assumes some familiarity with stochastic...

The course is intended for Ph.D. students and researchers in statistics, econometrics and finance with an introduction to methods to analyze high frequency data and estimate parametric and nonparametric financial models using such data. The course assumes some familiarity with stochastic...

The workshop will provide an opportunity for researchers and practitioners to discuss theoretical and empirical issues regarding the microstructure of financial markets and for researchers studying different financial markets to interact.

Topics: • Measurement and consequences of the growth of global liquidity • The accelerated accumulation of international reserves: domestic and international implications • Current account and global imbalances • Financial market integration , capital flows, and financial stability •...