Kömm, Holger
Forecasting High-Frequency Volatility Shocks
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
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8. Monitoring
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9. Conclusion
Holger Kömm
Keywords: Economics, Macroeconomics/Monetary Economics//Financial Economics, R & D/Technology Policy, Economic Theory/Quantitative Economics/Mathematical Methods
- Author(s)
- Kömm, Holger
- 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
