XVII Workshop on Quantitative Finance -- Session on LIQUIDITY, VOLATILITY AND TRADING II (Sala Azzurra)

Parallel Sessions

29 January 2016 - 29 January 2016

Timetable

Date	Time	Speaker	Room
Fri 29 Jan	9:00- 10:30	Baumann, Michael Heinrich - Grüne, Lars "Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices ."	Sala Azzurra
	9:00- 10:30	Mancini, Cecilia "Truncated Realized Covariance when prices have infinite variation jumps."	Sala Azzurra