Nonlinear dynamics in high-frequency intraday financial data: Evidence for the UK long gilt futures market

2002 ◽  
Vol 22 (11) ◽  
pp. 1037-1057 ◽  
Author(s):  
David G. McMillan ◽  
Alan E. H. Speight
Keyword(s):  
Nonlinear Dynamics ◽  
High Frequency ◽  
Futures Market ◽  
Financial Data ◽  
The Uk

High-Frequency Financial Econometrics

2014 ◽  
Author(s):  
Yacine Aït-Sahalia ◽  
Jean Jacod
Keyword(s):  
High Frequency ◽  
Practical Importance ◽  
Financial Econometrics ◽  
Trading Strategies ◽  
Financial Data ◽  
Jump Processes ◽  
High Frequency Trading ◽  
Microstructure Noise ◽  
Econometric Methods ◽  
Mathematical Foundations

High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. The book covers the mathematical foundations of stochastic processes, describes the primary characteristics of high-frequency financial data, and presents the asymptotic concepts that their analysis relies on. It also deals with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As the book demonstrates, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes. The book approaches high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.

scholarly journals Crisis Management in Higher Education in the Time of Covid-19: The Case of Actor Training

2021 ◽  
Vol 11 (3) ◽  
pp. 132
Author(s):  
Anna McNamara
Keyword(s):  
Higher Education ◽  
Crisis Management ◽  
High Frequency ◽  
High Reliability ◽  
Actor Training ◽  
Management Actions ◽  
The Usa ◽  
The Uk ◽  
The Impact ◽  
High Frequency Words

The impact of Covid-19 placed Higher Education leadership in a state of crisis management, where decision making had to be swift and impactful. This research draws on ethea of mindfulness, actor training techniques, referencing high-reliability organisations (HRO). Interviews conducted by the author with three leaders of actor training conservatoires in Higher Education institutions in Australia, the UK and the USA reflect on crisis management actions taken in response to the impact of Covid-19 on their sector, from which high-frequency words are identified and grouped thematically. Reflecting on these high-frequency words and the thematic grouping, a model of mindful leadership is proposed as a positive tool that may enable those in leadership to recognise and respond efficiently to wider structural frailties within Higher Education, with reference to the capacity of leaders to operate with increased mindfulness, enabling a more resilient organisation that unlocks the locus of control.

scholarly journals An audit of UK audiological practice in specialist paediatric oncology centres regarding hearing assessment of children at risk of ototoxicity due to chemotherapy

2021 ◽  
Vol 135 (1) ◽  
pp. 14-20
Author(s):  
E C M Brown ◽  
C Caimino ◽  
C L Benton ◽  
D M Baguley
Keyword(s):  
High Frequency ◽  
Good Practice ◽  
Paediatric Oncology ◽  
Chemotherapy Drugs ◽  
Team Working ◽  
Platinum Based Chemotherapy ◽  
Hearing Assessment ◽  
Self Test ◽  
The Uk ◽  
Monitoring Service

AbstractObjectivePlatinum-based chemotherapy drugs are associated with substantial ototoxicity. The hearing of children treated with these drugs should be closely monitored.MethodA questionnaire was sent out to the 19 audiology departments associated with national paediatric cancer specialist centres in the UK looking at current practice in ototoxicity monitoring.ResultsResponses were received from 17 of 19 centres (89 per cent). All offered some form of audiometric monitoring service. Extended high-frequency testing (9–20 kHz) was only utilised by 7 services (29 per cent). A majority of respondents were reluctant to consider self-test devices in paediatric ototoxicity monitoring (n = 9; 53 per cent). Provision of long-term audiological follow up is sporadic with only 4 (23 per cent) respondents keeping all children with normal hearing under review once treatment is completed.ConclusionWhile some good practice in paediatric ototoxicity was identified, opportunities exist to improve clinical practice and protocols, promote multidisciplinary team working and to utilise technologies such as extended high frequency and self-test audiometry.

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