Degiannakis, Stavros
Modelling and Forecasting High Frequency Financial Data
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
Nyckelord: Finance, Investments and Securities, Banking, Financial Engineering, Corporate Finance
- Författare
- Degiannakis, Stavros
- Floros, Christos
- Utgivare
- Springer
- Utgivningsår
- 2015
- Språk
- en
- Utgåva
- 1
- Sidantal
- 300 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9781137396495
- Tryckt ISBN
- 978-1-349-56690-7
