New York Stock Exchange / Electronic Broking Systems / ICAP / Russell / Diebold / /
Country
United States / Singapore / / /
Facility
Singapore Management University / National University of Singapore / IMF Institute / /
IndustryTerm
finance literature / economic and financial applications / risk management / electronic order book systems / financial applications / wholesale financial trading systems / /
Organization
IMF Institute / Econometric Society / Technische Hochschule Z¨ / National University of Singapore / International Monetary Fund / Board of Governors of the Federal Reserve System / Investment Fund for Foundations / Reserve Bank of New Zealand / US Federal Reserve / Asian Division / Federal Reserve Board / U.S. Treasury / Singapore Management University / Division of International Finance / /
Person
Kai Steverson / Ryan Stever / Sam Ouliaris / Eli Remolona / Claudio Borio / Jacob Gyntelberg / Jun Yu / Celso Brunetti / Erik Hjalmarsson§ Mico Loretan / Paul Embrechts / Alain P. Chaboud† Benjamin Chiquoine / Jennifer Roush / Joshua K. Hausman / Frank Packer / Michael Fleming / Benjamin Chiquoine‡ Erik Hjalmarsson / /
Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets