LECTURE AUDIO AND SLIDES

Studying the Leverage Effect Based on High-frequency Data
Yingying Li
Science & Technology, HK

This web presentation contains the audio and slides of a lecture given at the Fields Institute on April 23, 2010 as part of the Workshop on Financial Econometrics.

Listen to audio presentation:

• Ogg Vorbis format (downloadable too; right-click to download)

• MP3 format (downloadable too; right-click to download)

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You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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