LANZHANG.PEOPLE.UIC.EDU

Lan Zhang's Home Page at UIC

601 S Morgan Street (mc 168). Chicago, IL 60607. Email: lanzhang at uic dot edu. Interface between Statistics and Finance. Statistical Arbitrage and Trading. Volatility Estimation and Market Microstructure. Inference for Diffusion Process. Publications and Working Papers. Advanced Topics in Portfolio Analysis. Empirical Issues in Finance. Introduction to Corporate Finance. Introduction to Managerial Finance. Statistics for Financial Markets. Theory and Structure of Futures and Options Markets.

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Lan Zhang's Home Page at UIC | lanzhang.people.uic.edu Reviews

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601 S Morgan Street (mc 168). Chicago, IL 60607. Email: lanzhang at uic dot edu. Interface between Statistics and Finance. Statistical Arbitrage and Trading. Volatility Estimation and Market Microstructure. Inference for Diffusion Process. Publications and Working Papers. Advanced Topics in Portfolio Analysis. Empirical Issues in Finance. Introduction to Corporate Finance. Introduction to Managerial Finance. Statistics for Financial Markets. Theory and Structure of Futures and Options Markets.

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1 lan zhang

2 professor of finance

3 department of finance

4 research interest

5 financial econometrics

6 research statement

7 teaching

8 vitae

9 coupons

10 reviews

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Lan Zhang's Home Page at UIC | lanzhang.people.uic.edu Reviews

https://lanzhang.people.uic.edu

601 S Morgan Street (mc 168). Chicago, IL 60607. Email: lanzhang at uic dot edu. Interface between Statistics and Finance. Statistical Arbitrage and Trading. Volatility Estimation and Market Microstructure. Inference for Diffusion Process. Publications and Working Papers. Advanced Topics in Portfolio Analysis. Empirical Issues in Finance. Introduction to Corporate Finance. Introduction to Managerial Finance. Statistics for Financial Markets. Theory and Structure of Futures and Options Markets.

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Lan Zhang's Publications and Working Papers

http://lanzhang.people.uic.edu/publication.html

Publications and Working Papers. Realized volatility when sampling times can be endogenous. Li, Y, Mykland, P., Renault, E., Zhang, L. and Zheng, X. Econometric Theory. 30, 580-605, 2013. Implied and realized volatility: Empirical mode l selection. Zhang, L. Annals of Finance. 8 (2), 259-275, 2012. The econometrics of high frequency data. M ykland, P.A. and Zhang, L. Statistical Methods for Stochastic Differential E quations. Estimating Covariation: Epps Effect, Microstructure Noise. 160, 33-47, 2011.

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Skip to main content. Wednesday Lunch: Personalised health and patient safety. Wednesday, November 2, 2016 - 12:00. Magne Thoresen, Professor at UiO, Dept of Biostatistics. The lunch starts at 12:00, and the talk will start around 12:20. Spiseriet, Norwegian Computing Center. TUESDAY STATISTICS SEMINAR: Per Mykland. Tuesday, November 1, 2016 - 14:15. Per Mykland (University of Chicago). The Algebra of Two Scales Estimation - High Frequency Estimation that is Robust to Sampling Times. The lunch starts at ...

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Latest news from Big Insight | Big Insight

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Skip to main content. Latest news from Big Insight. Latest news from Big Insight. Thursday, October 27, 2016. Presentation of the Scientific Advisory Committee. Friday, October 21, 2016. The SAC committee consists of 5 international members and meets in Oslo every second year. Next meeting is 3 days in October 2016. Between meetings the communication is done by email and skype. Below is a presentation of each member. Prof Idris Eckley, Lancaster U, UK. Prof Samuel Kaski, U. Helsinki, Finland. Director, F...

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Lan Zhang's Home Page at UIC

601 S Morgan Street (mc 168). Chicago, IL 60607. Email: lanzhang at uic dot edu. Interface between Statistics and Finance. Statistical Arbitrage and Trading. Volatility Estimation and Market Microstructure. Inference for Diffusion Process. Publications and Working Papers. Advanced Topics in Portfolio Analysis. Empirical Issues in Finance. Introduction to Corporate Finance. Introduction to Managerial Finance. Statistics for Financial Markets. Theory and Structure of Futures and Options Markets.

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