Login

Kömm, Holger

Forecasting High-Frequency Volatility Shocks

Kömm, Holger - Forecasting High-Frequency Volatility Shocks, ebook

87,65€

Ebook, PDF with Adobe DRM
ISBN: 9783658125967
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

1. Introduction
Holger Kömm

2. General Framework
Holger Kömm

3. Integrated Volatility
Holger Kömm

4. Zero-inflated Data Generation Processes
Holger Kömm

5. Volatility Shock Causing Incidents
Holger Kömm

6. Algorithmic Text Forecasting
Holger Kömm

7. Benchmarking
Holger Kömm

8. Monitoring
Holger Kömm

9. Conclusion
Holger Kömm

Keywords: Economics, Macroeconomics/Monetary Economics//Financial Economics, R & D/Technology Policy, Economic Theory/Quantitative Economics/Mathematical Methods

Author(s)
Publisher
Springer
Publication year
2016
Language
en
Edition
1st ed. 2016
Category
Economy
Format
Ebook
eISBN (PDF)
9783658125967
Printed ISBN
978-3-658-12595-0

Similar titles