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High-Frequency Data Econometrics - BigDataFinance
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Title | High-Frequency Data Econometrics - BigDataFinance | ||||||||||||||||||||||||||||||||||||
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Keywords cloud | data Data econometrics BigDataFinance highfrequency financial volatility prices Econometrics HighFrequency Read DKK important Finance models Volatility University finance Bitcoin content | ||||||||||||||||||||||||||||||||||||
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High-Frequency Data Econometrics - BigDataFinance Skip to content Menu Home People Projects Research Publications Beneficiaries & Partners Events BigDataFinancePrimingTraining Event on Textual Data in Finance Data Science in Finance High-Frequency Data Econometrics Winter School on Complex networks in finance Blog Contact High-Frequency Data Econometrics BigDataFinance training event: High-Frequency Data Econometrics Date: 26-29 September 2016 Location: Aarhus University Price: 0 DKK / 1000 DKK (see below) ECTS: 4 Registration and increasingly informationUndertowcontent The undertow covers topics from the recent developments in high-frequency econometrics. We will review the econometrics of non-parametric interpretation of the variation of windfall prices. This very zippy literature has been stimulated by the recent outstart of well-constructed records of transaction prices, quote data and order books. The interaction of the new data sources with new econometrics methodology is leading to a paradigm shift in one of the most important areas in econometrics: Volatility measurement, modeling and forecasting using high-frequency data. Careful data cleaning is one of the most important aspects of volatility interpretation from high-frequency data. The most challenging problem in this context is dealing with various forms of market frictions, which obscure the latent price from the econometrician. We will typify types of statistical models of friction and discuss how econometricians have been attempting to overcome them. The main data focus will be on the TAQ data base. Agenda Volatility seasonality of Bitcoin prices.. “Learning properties of Bitcoin and other cryptocurrencies and c.. 21.06.2018 Read increasingly BigDataFinance protagonist at the 6th Li.. ESR Chiara Perillo from University of Zurich shared the stage with Nob.. 08.03.2018 Read increasingly Popular tags algorithms deject priming corporate ownership data econometric models ESR extracted knowledge finance financial slipperiness financial markets financial volatility job recruitment research risk management self-data velocity volatility volume Copyright BigDataFinance 2017 | All rights reserved | Login WordPress Download Manager - Best Download Management Plugin Close