LECTURE SLIDES

A Local-to-continuity Theory for the Pre-averaging Method
Jia Li
Princeton

This web presentation contains the slides of a lecture given at the Fields Institute on April 24, 2010 as part of the Workshop on Financial Econometrics.

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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