{"id":14402,"date":"2024-08-26T14:29:45","date_gmt":"2024-08-26T19:29:45","guid":{"rendered":"https:\/\/uwm.edu\/math\/?post_type=tribe_events&p=14402"},"modified":"2024-10-29T08:35:24","modified_gmt":"2024-10-29T13:35:24","slug":"colloquium-nick-mayers","status":"publish","type":"tribe_events","link":"https:\/\/uwm.edu\/math\/event\/colloquium-nick-mayers\/","title":{"rendered":"Colloquium: Dr. Lei Hua"},"content":{"rendered":"

\"\"Unified Tail Dependence Measures and Its Applications in High-Frequency Financial Data<\/h1>\n

Dr. Lei Hua<\/a>
\nAssociate Professor, Director of Statistical Consulting Service
\nNorthern Illinois University<\/p>\n

In this presentation, I will first motivate the necessity for a unified tail dependence measure, followed by an examination of the theoretical framework for developing such measures utilizing random variables characterized by regularly varying tails. Specific instances that result in unified tail dependence measures applicable in practical scenarios will be demonstrated. Ultimately, I will explore the application of the unified tail dependence measure in the analysis of high-frequency financial market data and discuss novel empirical insights from financial markets.<\/p>\n","protected":false},"excerpt":{"rendered":"

Unified Tail Dependence Measures and Its Applications in High-Frequency Financial Data Dr. Lei Hua Associate Professor, Director of Statistical Consulting Service Northern Illinois University In this presentation, I will first motivate the necessity for a unified tail dependence measure, followed …<\/p>\n","protected":false},"author":4217,"featured_media":0,"template":"","meta":{"_acf_changed":false,"_tribe_events_status":"","_tribe_events_status_reason":"","_tribe_events_is_hybrid":"","_tribe_events_is_virtual":"","_tribe_events_virtual_video_source":"","_tribe_events_virtual_embed_video":"","_tribe_events_virtual_linked_button_text":"","_tribe_events_virtual_linked_button":"","_tribe_events_virtual_show_embed_at":"","_tribe_events_virtual_show_embed_to":[],"_tribe_events_virtual_show_on_event":"","_tribe_events_virtual_show_on_views":"","_tribe_events_virtual_url":"","footnotes":"","uwm_wg_additional_authors":[]},"tags":[],"tribe_events_cat":[41],"class_list":["post-14402","tribe_events","type-tribe_events","status-publish","hentry","tribe_events_cat-colloquia","cat_colloquia"],"yoast_head":"\nMathematical Sciences<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/uwm.edu\/math\/event\/colloquium-nick-mayers\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Colloquium: Dr. Lei Hua\" \/>\n<meta property=\"og:description\" content=\"Unified Tail Dependence Measures and Its Applications in High-Frequency Financial Data Dr. Lei Hua Associate Professor, Director of Statistical Consulting Service Northern Illinois University In this presentation, I will first motivate the necessity for a unified tail dependence measure, followed …\" \/>\n<meta property=\"og:url\" content=\"https:\/\/uwm.edu\/math\/event\/colloquium-nick-mayers\/\" \/>\n<meta property=\"og:site_name\" content=\"Mathematical Sciences\" \/>\n<meta property=\"article:modified_time\" content=\"2024-10-29T13:35:24+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/uwm.edu\/math\/wp-content\/uploads\/sites\/112\/2024\/08\/HUA_BANNER.png\" \/>\n\t<meta property=\"og:image:width\" content=\"984\" \/>\n\t<meta property=\"og:image:height\" content=\"504\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/png\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data1\" content=\"1 minute\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/uwm.edu\\\/math\\\/event\\\/colloquium-nick-mayers\\\/\",\"url\":\"https:\\\/\\\/uwm.edu\\\/math\\\/event\\\/colloquium-nick-mayers\\\/\",\"name\":\"Colloquium: Dr. Lei Hua - 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