SEMINAR Singular Perturbations and Time Scales (SPaTS) in Control Theory and Applications 14:30 PM, Saturday, June 23, 2012, Room 5-18 Faculty of Physics, M.V. Lomonosov Moscow State University , Moscow, Russia Professor D. Subbaram Naidu , PhD, PE, Fellow IEEE Director and Professor, School of Engineering Director, Measurement and Control Engineering Research Center Idaho State ...

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... Multi-scale realized volatility 2. ... Modeling realized measures Forecasting evaluation Multivariate realized measures Applications Textbooks Andersen T.G. , R. A. Davis, J-P. Kreiss, and T. Mikosch (eds) (2009) Handbook of Financial Time Series, Springer-Verlag. ... References Andersen, T. G., Bollerslev, T., and Diebold, F. X. (2009): "Parametric and nonparametric volatility measurement," in Ait-Sahalia, Y. and Hansen, L. P., editors, Handbook of Financial Econometrics, volume 1, chapter 2. ...

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