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Sponsor(s): ASA Journal Session: Journal of Business & Econoimc Statistics

Session Time: 8:30-10:20 Monday

Estimated Audience Size: 80-100

A/V Request: Overhead projector

Panel Session Title: Analysis of High Frequency Data: Problems and Future Research

Theme Session: Yes $\quad$ Applied Session: Yes

Organizer: Tsay, Ruey S.  

Organizer: Watson, Mark  

Session Timing: 110 minutes total Opening Remarks by Chair - 5 minutes Panelist - 20 minutes each Floor Discusion - 25 minutes

Chair: Tsay, Ruey S.  

Andersen, Torben G.  

Ghysels, Eric  

Polson, Nicholas  

Wood, Robert  

List of speakers who are nonmembers: None

David Scott