{"id":21,"date":"2022-02-28T12:18:07","date_gmt":"2022-02-28T12:18:07","guid":{"rendered":"http:\/\/wp.lancs.ac.uk\/fofi2022\/?page_id=21"},"modified":"2023-10-05T09:20:45","modified_gmt":"2023-10-05T09:20:45","slug":"programme","status":"publish","type":"page","link":"https:\/\/wp.lancs.ac.uk\/finec2023\/programme\/","title":{"rendered":"Programme"},"content":{"rendered":"

Latest Information as of 27th March 2023.<\/p>\n

Download the PDF of our Conference Programme<\/a><\/p>\n

Presentations: 25 minutes followed by 5 minutes general discussion. Speakers and session chairs should meet in the lecture theatre at least 5 minutes before their session.<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
\n

Day 1 – Wednesday, 29th<\/sup> March 2023<\/strong><\/h2>\n<\/td>\n<\/tr>\n

09:00-10:00<\/td>\nConference Registration \u2013 LT2 & 3 Breakout Space<\/td>\n<\/tr>\n
10:00-10:25<\/td>\nWelcome and Logistics: <\/em><\/strong><\/p>\n

Prof. Steve Bradley, Deputy Vice-Chancellor, Lancaster University\u00a0<\/strong><\/td>\n<\/tr>\n

10:30-12:00<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 1A: <\/em><\/strong>Volatility I<\/em><\/strong><\/td>\n

Chair:<\/em><\/strong> Ser-Huang Poon<\/strong><\/em>, Support: Marco Cinquetti, Room: LT 1<\/em><\/p>\n

Hugo Schyns, Maastricht University<\/strong><\/p>\n

A Neural Network with Shared Dynamics for Multi-Step Prediction of Value-at-Risk and Volatility<\/a> <\/em>(with Nalan Ba\u015ft\u00fcrk and Peter C. Schotman, Maastricht University)<\/p>\n

Kefu Liao, Cardiff University<\/strong><\/p>\n

Forecasting volatility using drift burst information<\/a> <\/em>(with Kevin P. Evans and Dudley Gilder, Cardiff University)<\/p>\n

Ser-Huang Poon, University of Manchester<\/strong><\/p>\n

Realised Volatility Forecasting: Machine Learning via Financial Word Embedding <\/a><\/em>with Eghbal Rahimikia, University of Manchester and Stefan Zohren, University of Oxford)<\/td>\n<\/tr>\n

10:30-12:00<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 1B: <\/em><\/strong>Machine Learning<\/em><\/strong><\/td>\n

Chair: <\/em><\/strong>Jantje S\u00f6nksen<\/em><\/strong>, Support: Berke Erdis, Room: LT 2<\/em><\/p>\n

Maurizio Daniele, ETH Z\u00fcrich<\/strong><\/p>\n

Deep Learning with Non-Linear Factor Models: Adaptability and Avoidance of Curse of Dimensionality<\/a> <\/em>(with Mehmet Caner, North Carolina State University)<\/p>\n

Xin He, Hunan University<\/strong><\/p>\n

Asset Pricing with Panel Tree under Global Split Criteria <\/em><\/a>(with Lin William Cong, Cornell University, Guanhao Feng and Jingyu He, City University of Hong Kong)<\/p>\n

Jantje S\u00f6nksen, University of T\u00fcbingen<\/strong><\/p>\n

Diverging roads: Theory-based vs. machine learning-implied stock risk premia<\/a> <\/em>(with Joachim Grammig, Constantin Hanenberg, University of T\u00fcbingen and Christian Schlag, Goethe University Frankfurt)<\/td>\n<\/tr>\n

12:00-13:30<\/td>\nLunch Break and Poster Session I<\/strong> \u2013 LT2 & 3 Breakout Space \u201cPoster Area\u201d<\/td>\n<\/tr>\n
13:30-14:30<\/td>\nSESSION 2 (PLENARY)\u00a0ROOM: LT1<\/strong><\/p>\n

CHAIR: Sandra Nolte, SUPPORT: Shifan Yu<\/em><\/p>\n

Torben Andersen, Northwestern University<\/strong><\/p>\n

Real-Time Detection of Local No-Arbitrage Violations<\/em><\/td>\n<\/tr>\n

15:00-17:00<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 3<\/em><\/strong>A:<\/em><\/strong> Jumps <\/em><\/strong><\/td>\n

Chair: Ping Chen Tsai<\/em><\/strong>, <\/em>Support:<\/em> Marco Cinquetti, <\/em>Room: LT 1<\/em><\/p>\n

Hasan Fallahgoul, Monash University<\/strong><\/p>\n

Investor Disagreement: The Secret Fuel Behind Stock Price Jumps<\/a> <\/em>(with Xin Lin, Monash University)<\/p>\n

Siliang Wei, University of Manchester<\/strong><\/p>\n

Reddit WallStreetBets Influencers <\/em>(with Yoichi Otsubo and Ser-Huang Poon, University of Manchester)<\/p>\n

Sarah Zhang, University of Manchester<\/strong><\/p>\n

Understanding Forex Crashes<\/a> <\/em>(with Aleksey Kolokolov, Alfonso Silva-Ruiz, and Olga Kolokolova, University of Manchester)<\/p>\n

Ping Chen Tsai, National Sun Yat-sen University<\/strong><\/p>\n

State-dependent Intra-day Volatility Pattern and Its Impact on Price Jump Detection – Evidence from International Equity Indices<\/a> <\/em>(with Cheoljun EOM, Pusan National University)<\/td>\n<\/tr>\n

15:00-17:00<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 3<\/em><\/strong>B: <\/em><\/strong>Asset Pricing I<\/em><\/strong><\/td>\n

Chair:<\/em><\/strong> Dobrislav Dobrev,<\/em><\/strong>\u00a0Support: Berke Erdis, Room: LT 2<\/em><\/p>\n

Alain-Philippe Fortin, University of Geneva<\/strong><\/p>\n

Eigenvalue tests for the number of latent factors in short panels<\/a> <\/em>(with Patrick Gagliardini, Universit\u00e0 della Svizzera italiana and Olivier Scaillet, University of Geneva)<\/p>\n

Jorge Wolfgang Hansen, Aarhus University<\/strong><\/p>\n

Immunization with consistent term structure dynamics<\/a> <\/em>(with Daniel Borup and Bent Jesper Christensen, Aarhus University)<\/p>\n

Jiri Woschitz, BI Norwegian Business School<\/strong><\/p>\n

Robust difference-in-differences analysis when there is a term structure<\/a> <\/em>(with Kjell G. Nyborg, University of Zurich)<\/p>\n

Dobrislav Dobrev, Federal Reserve Board\u00a0<\/strong><\/p>\n

A Randomized Missing Data Approach to Robust Filtering and Forecasting<\/a> <\/em>(with Derek Hansen, Board of Governors of the Federal Reserve System and Pawel Szerszen, University of Michigan)<\/td>\n<\/tr>\n

\n

18:00 Drinks & Canapes Reception<\/h2>\n

Lancaster House Hotel<\/a> (Hotel opposite Lancaster University Management School) LA1 4GJ<\/td>\n<\/tr>\n

\n

Day 2 – Thursday, 30th<\/sup> March 2023<\/strong><\/h2>\n<\/td>\n<\/tr>\n

09:00-10:00 <\/strong><\/td>\nSESSION 4 (PLENARY) –\u00a0ROOM: LT1<\/strong><\/p>\n

CHAIR: Ingmar Nolte, SUPPORT: Shifan Yu<\/em><\/p>\n

Keynote<\/em><\/strong> Speech<\/em><\/strong><\/p>\n

Kim Christensen, Aarhus University\u00a0<\/strong><\/p>\n

A GMM approach to estimate the roughness of stochastic volatility<\/em><\/td>\n<\/tr>\n

10:00-10:30 <\/strong><\/td>\nCoffee Break<\/em><\/strong><\/td>\n<\/tr>\n
10:30-12:30<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 5<\/em><\/strong>A:<\/em><\/strong> Volatility II<\/em><\/strong><\/td>\n

Chair: <\/em><\/strong>Siem Jan Koopman<\/em><\/strong>,<\/em><\/strong> Support: Marco Cinquetti, <\/em>Room: LT 1<\/em><\/p>\n

Yifan Li, University of Manchester<\/strong><\/p>\n

Beyond the Candlestick Chart: The Maximal Range-Return Divergence Statistic<\/a> <\/em>(with Ingmar Nolte and Sandra Nolte, Lancaster University)<\/p>\n

Jean-Marie Dufour, McGill <\/strong>University<\/strong><\/p>\n

Practical estimation methods for high-dimensional multivariate stochastic volatility models Statistic<\/a> <\/em>(with Md. Nazmul Ahsan, CIRANO)<\/p>\n

Siem Jan Koopman, Vrije Universiteit Amsterdam<\/strong><\/p>\n

Stochastic Volatility with Stable Errors: Estimation, Filtering and Forecasting<\/a> <\/em>(with Francisco Blasques and Karim Moussa, Vrije Universiteit Amsterdam)<\/td>\n<\/tr>\n

10:30-12:30<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 5<\/em><\/strong>B:<\/em><\/strong> Asset Pricing II<\/em><\/strong><\/td>\n

Chair:<\/em><\/strong> Liyuan Cui,<\/em><\/strong> Support: Berke Erdis, Room: LT 2<\/em><\/p>\n

Chuanping Sun, City University of London<\/strong><\/p>\n

Factor Correlation and the Cross Section of Asset Returns: a Correlation-robust Approach<\/a><\/p>\n

Alfonso Valdesogo, Universitat de les Illes Balears<\/strong><\/p>\n

Hedge Fund Investment: Optimal Portfolios with Regime-Switching<\/a> <\/em>(with Andreas Heinen, CY Cergy Paris Universit\u00e9)<\/p>\n

Liyuan Cui, City University of Hong Kong<\/strong><\/p>\n

Regularized GMM for Time-Varying Models with Applications to Asset Pricing<\/a> <\/em>(with Guanhao Feng and Yongmiao Hong, City University of Hong Kong)<\/td>\n<\/tr>\n

12:30-14:00<\/td>\nLunch Break and Poster Session II \u2013 LT2 & 3 Breakout Space \u201cPoster Area\u201d<\/em><\/strong><\/td>\n<\/tr>\n
14:00-16:00<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 6<\/em><\/strong>A: <\/em><\/strong>Time Series<\/em><\/strong><\/td>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 6<\/em><\/strong>A: <\/em><\/strong>Time Series<\/em><\/strong><\/p>\n

Chair: <\/em><\/strong>A.M. Robert Taylor<\/em><\/strong>,<\/em><\/strong> Support:<\/em> Marco Cinquetti, <\/em>Room: LT 1<\/em><\/p>\n

Clint Howard, University of Technology Sydney<\/strong><\/p>\n

To lead or to lag? Measuring asynchronicity in financial time-series using dynamic time warping<\/a> <\/em>(with Talis J. Putnins and Vitali Alexeev, University of Technology Sydney)<\/p>\n

Francesco Cordoni, Royal Holloway University of London<\/strong><\/p>\n

Consistent Causal Inference for High Dimensional Time Series<\/a> <\/em>(with Alessio Sancetta, Royal Holloway University of London)<\/p>\n

Alexander J. McNeil, University of York<\/strong><\/p>\n

Semiparametric forecasting using non-Gaussian ARMA models based on s-vines<\/a> <\/em>(with Martin Bladt, University of Copenhagen Alexandra Dias and Jialing Han, University of York)<\/p>\n

A.M. Robert Taylor, University of Essex<\/strong><\/p>\n

Bonferroni-Type Tests for Return Predictability with Possibly Trending Predictors<\/a> <\/em>(with Sam Astill, University of Essex, David I. Harvey and Stephen J. Leybourne, University of Nottingham)<\/td>\n<\/tr>\n

14:00-16:00<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 6<\/em><\/strong>B: <\/em><\/strong>Asset Pricing III<\/em><\/strong><\/td>\n

Chair:<\/em><\/strong> Daniele Bianchi<\/em><\/strong>,<\/strong> Support: Berke Erdis, Room: LT 2<\/em><\/p>\n

Tianzong Wang, University of Manchester<\/strong><\/p>\n

Mispricing, Learning, and Price Discovery<\/a> <\/em>(with Stuart Hyde and Sungjun Cho, University of Manchester)<\/p>\n

Sicong Li, London Business School<\/strong><\/p>\n

Asset-Pricing Factors with Economic Targets<\/a> <\/em>(with Svetlana Bryzgalova, Victor DeMiguel, London Business School and Markus Pelger, Stanford University)<\/p>\n

Yizhi Song, City University of Hong Kong<\/strong><\/p>\n

Deep Tangency Portfolios<\/a> <\/em>(with Guanhao Feng, Yizhi Song, Liang Jiang and Junye Li, Fudan University)<\/p>\n

Daniele Bianchi, Queen Mary University of London<\/strong><\/p>\n

Smoothing Volatility Targeting<\/a> <\/em>(with Mauro Bernardi and Nicolas Bianco, University of Padova)<\/td>\n<\/tr>\n

\n

Conference Dinner<\/h2>\n

17:30 – Coach departs outside LUMS<\/p>\n

Lancaster Golf Club<\/a><\/p>\n

17:45 – Welcome Drinks<\/p>\n

18:30 – Conference Dinner<\/p>\n

22:00 – Coach Depart for LUMS<\/td>\n<\/tr>\n

\n

Day 3 – Friday, 31st<\/sup> March 2023<\/strong><\/h2>\n<\/td>\n<\/tr>\n

09:00-10:00<\/td>\nSESSION 7 (PLENARY) –\u00a0ROOM: LT1<\/strong><\/p>\n

CHAIR: Mark Shackleton, SUPPORT: Shifan Yu<\/em><\/p>\n

Keynote<\/em><\/strong> Speech<\/em><\/strong><\/p>\n

Neil Shephard, Harvard University<\/strong><\/p>\n

A robust high frequency financial econometrics<\/em><\/td>\n<\/tr>\n

10:00-10:30<\/td>\nCoffee Break<\/em><\/strong><\/td>\n<\/tr>\n
10:30-12:30<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 8<\/em><\/strong>A:<\/em><\/strong> Options+<\/em><\/strong><\/td>\n

Chair: Mattia Bevilacqua<\/em><\/strong>,<\/em><\/strong> Support: Marco Cinquetti, <\/em>Room: LT 1<\/em><\/p>\n

Hamed Ghanbari, University of Lethbridge<\/strong><\/p>\n

Short-Term Market Risks Implied by Weekly Options: An Alternative Perspective<\/a> <\/em>(with Michal Czerwonko, Nazarbayev University and Stylianos Perrakis, Concordia University)<\/p>\n

Ion Lucas Saru, Vrije Universiteit Amsterdam<\/strong><\/p>\n

Who Knows? Information Differences Between Trader Types <\/em>(with Albert J. Menkveld, Vrije Universiteit Amsterdam)<\/p>\n

Mattia Bevilacqua, University of Liverpool<\/strong><\/p>\n

Uncovering the Asymmetric Information Content of High-Frequency Options<\/a> (with Lykourgos Alexiou and Rodrigo Hizmeri, University of Liverpool)<\/td>\n<\/tr>\n

10:30-12:30<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 8<\/em><\/strong>B:<\/em><\/strong> Risk<\/em><\/strong><\/td>\n

Chair:<\/em><\/strong> Liyuan Cui,<\/em><\/strong> Support: Berke Erdis, Room: LT 2<\/em><\/p>\n

Jordi Llorens-Terrazas, Universitat Pompeu Fabra<\/strong><\/p>\n

An Oracle Inequality for Multivariate Dynamic Quantile Forecasting<\/a><\/p>\n

Rodrigo Hizmeri, University of Liverpool<\/strong><\/p>\n

Tail risk and asset prices in the short-term<\/a> (Caio Almeida, Princeton University, Gustavo Freire, Erasmus University Rotterdam and Ren\u00e9 Garcia, Universit\u00e9 de Montr\u00e9al)<\/p>\n

Anne Opschoor, Vrije Universiteit Amsterdam<\/strong><\/p>\n

Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables Using the F-Riesz Distribution<\/a> <\/em>(with Francisco Blasques, Andre Lucas, Vrije Universiteit Amsterdam and Luca Rossini, University of Milan)<\/p>\n

Anne-Florence Allard, University of Bristol<\/strong><\/p>\n

Measures of Fragility for Tail Risk Models<\/a> <\/em>(with Claudia Chmielowska, Bocconi University, Massimo Guidolin, University of Liverpool and Manuela Pedio, University of Bristol)<\/td>\n<\/tr>\n

12:30-14:00<\/td>\nLunch Break \u2013 LT2 & 3 Breakout Space<\/td>\n<\/tr>\n
14:00-15:00<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 9<\/em><\/strong>A: <\/em><\/strong>Factors<\/em><\/strong><\/td>\n

Chair: <\/em><\/strong>Raman Uppal<\/em><\/strong>,<\/em><\/strong> Support:<\/em> Marco Cinquetti, <\/em>Room: LT 1<\/em><\/p>\n

Rasmus L\u00f6nn, Erasmus University Rotterdam<\/strong><\/p>\n

Empirical asset pricing with many assets and short time series<\/a> <\/em>(with Peter C. Schotman, Maastricht University)<\/p>\n

Vasilas Nikolas, Lancaster University<\/strong>
\nBetter Factors<\/em> (with Harald Lohre, Robeco, Anastasios Kagkadis, Ingmar Nolte, Sandra Nolte, Lancaster University)<\/p>\n

Raman Uppal, EDHEC Business School<\/strong><\/p>\n

What is Missing in Asset-Pricing Factor Models?<\/a> <\/em>(with Massimo Dello Preite, Imperial College London, Paolo Zaffaroni, Imperial College London; Irina Zviadadze, HEC Paris)<\/td>\n<\/tr>\n

14:00-16:00<\/p>\n

Parallel<\/em><\/strong> Session<\/em><\/strong> 9<\/em><\/strong>B: <\/em><\/strong>Volatility III<\/em><\/strong><\/td>\n

Chair:<\/em><\/strong> Sarah Zhang<\/em>,<\/strong> Support: Berke Erdis, Room: LT 2<\/em><\/p>\n

Aleksey Kolokolov, University of Manchester<\/strong><\/p>\n

An unbounded intensity model for point processes<\/a> <\/em>(with Kim Christensen, Aarhus University)<\/p>\n

Marco Kerkemeier, University of Hagen<\/strong><\/p>\n

New stylized facts of financial exuberance periods<\/a> <\/em>(with Robinson Kruse-Becher, University of Hagen and Christoph Wegener, Leuphana University L\u00fcneburg)<\/p>\n

Sarah Zhang, University of Manchester<\/strong><\/p>\n

Non-Standard Errors<\/a> <\/em>(with et. al.)<\/td>\n<\/tr>\n

16:00<\/td>\nEnd of Conference<\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n\n\n\n
POSTER<\/em><\/strong> SESSION<\/em><\/strong> I<\/em><\/strong><\/p>\n

Wednesday, 29th March 2023<\/em><\/strong><\/td>\n<\/tr>\n

\u00a0<\/strong>Hamid Babaei, HEC Liege<\/strong><\/p>\n

Co-movement dynamics and disruptions of the major stock markets<\/a> <\/em>(with Georges H\u00fcbner, HEC Liege)<\/p>\n

Matej Nevrla, Charles University<\/strong><\/p>\n

Common Idiosyncratic Quantile Risk<\/a>(with Jozef Barunik, Charles University)<\/p>\n

Robinson Kruse-Becher, University of Hagen<\/strong><\/p>\n

Improving financial volatility nowcasts<\/a> <\/em>(with Yuze Liu, University of Hagen)<\/p>\n

Niels Marijnen, University of Amsterdam<\/strong><\/p>\n

Characteristic function-based factor modelling of affine jump diffusions using options<\/em><\/p>\n

Evgenii Vladimirov, University of Amsterdam<\/strong><\/p>\n

iCOS: Option-Implied COS method<\/em><\/p>\n

Sicong (Allen) Li, London Business School<\/strong><\/p>\n

Comparing Factor Models with Price-Impact Costs<\/a> <\/em>(with Victor DeMiguel, London Business School and Alberto Martin-Utrera, Iowa State University)<\/p>\n

Shifan Yu, Lancaster University\u00a0<\/strong><\/p>\n

Nonparametric Range-Based Estimation of Integrated Variance with Episodic Extreme Return Persistence<\/em> (with Yifan Li, University of Manchester, Ingmar Nolte, Lancaster University and Sandra Nolte, Lancaster University<\/td>\n<\/tr>\n

POSTER<\/em><\/strong> SESSION<\/em><\/strong> II<\/em><\/strong><\/p>\n

Thursday, 30th March 2023<\/em><\/strong><\/td>\n<\/tr>\n

Lukas Salcher, University of Liechtenstein<\/strong><\/p>\n

Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks<\/a> <\/em>(with Sebastian St\u00f6ckl, University of Liechtenstein)<\/p>\n

Dario Palumbo, University Ca’ Foscari of Venice<\/strong><\/p>\n

Dynamic Calibration and Combination of Models Predictions?<\/a> (with Roberto Casarin, Ca’ Foscari University of Venice and Francesco Ravazzolo, BI Norwegian Business School)<\/p>\n

Robert \u015alepaczuk, University of Warsaw <\/strong><\/p>\n

Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index<\/a> <\/em>(with Katarzyna Kry\u0144ska, University of Warsaw)<\/p>\n

Simon Trimborn, University of Amsterdam<\/strong><\/p>\n

Influencer Detection meets Network AutoRegression \u2013 Influential Regions in the Bitcoin Blockchain<\/a> <\/em>(with Hanqiu Peng and Ying Chen, National University of Singapore)<\/p>\n

Lazaros Symeonidis, University of Essex<\/strong><\/p>\n

The Dynamics of Storage Costs<\/a> <\/em>(with Andrei Stancu, Newcastle University, Chardin Wese Simen, University of Liverpool and Lei Zhao, ESCP Business School)<\/p>\n

Chardin Wese Simen, University of Liverpool<\/strong><\/p>\n

The Index Effect: Evidence from the Option Market<\/a> (with Fabian Hollstein, University Hannover)<\/p>\n

Illia <\/strong>Kovalenko, University of Limerick<\/strong><\/p>\n

A Financial Modeling Approach to Industry Exchange-Traded Funds Selection<\/a> (with Thomas Conlon, John Cotter, University College Dublin and Thierry Post, Nazarbayev University)<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Latest Information as of 27th March 2023. Download the PDF of our Conference Programme Presentations: 25 minutes followed by 5 minutes general discussion. Speakers and session chairs should meet in the lecture theatre at least 5 minutes before their session. … Continue reading →<\/span><\/a><\/p>\n","protected":false},"author":871,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-21","page","type-page","status-publish","hentry"],"jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2023\/wp-json\/wp\/v2\/pages\/21","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2023\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2023\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/finec2023\/wp-json\/wp\/v2\/users\/871"}],"replies":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/finec2023\/wp-json\/wp\/v2\/comments?post=21"}],"version-history":[{"count":113,"href":"https:\/\/wp.lancs.ac.uk\/finec2023\/wp-json\/wp\/v2\/pages\/21\/revisions"}],"predecessor-version":[{"id":564,"href":"https:\/\/wp.lancs.ac.uk\/finec2023\/wp-json\/wp\/v2\/pages\/21\/revisions\/564"}],"wp:attachment":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2023\/wp-json\/wp\/v2\/media?parent=21"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}