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
Holger Kömm
8. Monitoring
Holger Kömm
9. Conclusion
Holger Kömm
Nyckelord: Economics, Macroeconomics/Monetary Economics//Financial Economics, R & D/Technology Policy, Economic Theory/Quantitative Economics/Mathematical Methods
- Författare
- Kömm, Holger
- Utgivare
- Springer
- Utgivningsår
- 2016
- Språk
- en
- Utgåva
- 1st ed. 2016
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9783658125967
- Tryckt ISBN
- 978-3-658-12595-0
