Modelling and Forecasting High Frequency Financial Data - Softcover

Degiannakis, Stavros; Floros, Christos

 
9781349566891: Modelling and Forecasting High Frequency Financial Data
Softcover
ISBN 10: 1349566896 ISBN 13: 9781349566891
Publisher: Palgrave MacMillan, 2017

This specific ISBN edition is currently not available.

Synopsis

Chapter 1: Introduction to High Frequency Financial Modelling.- Chapter 2: Intra-day Realized Volatility Measures.- Chapter 3: Methods of Volatility Estimation and Forecasting.- Chapter 4: Multiple Model Comparison and Hypothesis Framework Construction.- Chapter 5: Realized Volatility Forecasting - Applications.- Chapter 6: Recent Methods: A Review.- Chapter 7: Intraday Hedge Ratios & Option Pricing.

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Publisher
Palgrave MacMillan
Publication date
2017
Language
English
ISBN 10 
1349566896
ISBN 13 
9781349566891
Binding
Paperback
Number of pages
304

Other Popular Editions of the Same Title

9781137396488: Modelling and Forecasting High Frequency Financial Data

Featured Edition

ISBN 10:  1137396482 ISBN 13:  9781137396488
Publisher: Palgrave Macmillan, 2015
Hardcover