{"id":9,"date":"2018-07-05T13:11:02","date_gmt":"2018-07-05T13:11:02","guid":{"rendered":"http:\/\/wp.lancs.ac.uk\/matlab-2018\/?page_id=9"},"modified":"2021-03-17T11:20:32","modified_gmt":"2021-03-17T11:20:32","slug":"programme","status":"publish","type":"page","link":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/","title":{"rendered":"About the Course"},"content":{"rendered":"<p>This course will take place online on 9th &amp; 10th June 2021.<\/p>\n<p>The purpose of this course is to provide an update treatment of the core topics in<br \/>\nthe modeling of high-frequency data. Advances in computing and data technology make it possible to observe markets at very fine intervals of time. Using high-frequency data permits the calculation of realized measures which are superior to volatility measures generated from GARCH and stochastic volatility models. However, the processing and financial modeling of high-frequency data remains a challenge to both researchers and practitioners. This course aims to provide guidance on the techniques involved in processing, filtering and modeling such data. Using data from TAQ and TICK- DATA databases, the attendees will have an intensive introduction to both the theoretical and empirical aspects of high-frequency data.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>This course will take place online on 9th &amp; 10th June 2021. The purpose of this course is to provide an update treatment of the core topics in the modeling of high-frequency data. Advances in computing and data technology make &hellip; <a href=\"http:\/\/wp.lancs.ac.uk\/matlab-2019\/\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":607,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-9","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/wp-json\/wp\/v2\/pages\/9","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/wp-json\/wp\/v2\/users\/607"}],"replies":[{"embeddable":true,"href":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/wp-json\/wp\/v2\/comments?post=9"}],"version-history":[{"count":15,"href":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/wp-json\/wp\/v2\/pages\/9\/revisions"}],"predecessor-version":[{"id":130,"href":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/wp-json\/wp\/v2\/pages\/9\/revisions\/130"}],"wp:attachment":[{"href":"http:\/\/wp.lancs.ac.uk\/matlab-2019\/wp-json\/wp\/v2\/media?parent=9"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}