This course is designed for PhD students who have an interest in the application of time series methods to financial data. The analysis of tick-by-tick financial data has become a central topic in financial econometrics, driven by the increasing availability of such data. Compared with traditional time series, high-frequency data provide a substantial number of observations, which can yield richer information.

Please follow this link: https://math-at-aalborg-university.github.io/HF-PhD.html