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Degiannakis, Stavros

Modelling and Forecasting High Frequency Financial Data

Degiannakis, Stavros - Modelling and Forecasting High Frequency Financial Data, ebook

110,60€

Ebook, PDF with Adobe DRM
ISBN: 9781137396495
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Table of contents

1. Introduction to High Frequency Financial Modelling
Stavros Degiannakis, Christos Floros

2. Intraday Realized Volatility Measures
Stavros Degiannakis, Christos Floros

3. Methods of Volatility Estimation and Forecasting
Stavros Degiannakis, Christos Floros

4. Multiple Model Comparison and Hypothesis Framework Construction
Stavros Degiannakis, Christos Floros

5. Realized Volatility Forecasting: Applications
Stavros Degiannakis, Christos Floros

6. Recent Methods: A Review
Stavros Degiannakis, Christos Floros

7. Intraday Hedge Ratios and Option Pricing
Stavros Degiannakis, Christos Floros

Keywords: Finance, Investments and Securities, Banking, Financial Engineering, Corporate Finance

Author(s)
 
Publisher
Springer
Publication year
2015
Language
en
Edition
1
Page amount
300 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781137396495
Printed ISBN
978-1-349-56690-7

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