ABSTRACT
Department of Statistics, University of Chicago 5734 University Avenue, Chicago, IL 60637, USA
and Department of Finance, University of Illinois at Chicago
601 S Morgan Street, Chicago, IL 60607-7124, USA
2.1 Introduction
2.1.1 Overview
This is a course on estimation in high-frequency data. It is intended for an audience that includes people interested in finance, econometrics, statistics, probability and financial engineering.
