Modelling and forecasting high frequency financial data

Introduction to high frequency financial modellingIntra-day realized volatility measures -- Methods of volatility estimation and forecasting -- Multiple model comparison and hypothesis framework construction -- Realized volatility forecasting - applications -- Recent methods: a review -- Intraday he...

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Bibliographische Detailangaben
1. Verfasser:	Degiannakis, Stavros (VerfasserIn)
Weitere Verfasser:	Floros, Christos (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Houndmills, Basingstoke, Hampshire u.a. Palgrave Macmillan 2015
Schlagworte:	Finanzanalyse > Volatilität > Prognoseverfahren > Zeitreihenanalyse > Finanzmarktökonometrie > Finanzmarkt > Schätzung > Finance > Mathematical models > Speculation > Technical analysis (Investment analysis) > Prognosequalität > Börsenhandel
Online Zugang:	Inhaltsverzeichnis
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Beschreibung
Zusammenfassung:	Introduction to high frequency financial modellingIntra-day realized volatility measures -- Methods of volatility estimation and forecasting -- Multiple model comparison and hypothesis framework construction -- Realized volatility forecasting - applications -- Recent methods: a review -- Intraday hedge ratios & option pricing. Introduction to high frequency financial modelling -- Intra-day realized volatility measures -- Methods of volatility estimation and forecasting -- Multiple model comparison and hypothesis framework construction -- Realized volatility forecasting - applications -- Recent methods: a review -- Intraday hedge ratios & option pricing
Beschreibung:	XXII, 278 S. graph. Darst.
ISBN:	9781137396488 978-1-137-39648-8