Modelling and forecasting high frequency financial data - Info and Reading Options
By Stavros Degiannakis
"Modelling and forecasting high frequency financial data" was published by Palgrave Macmillan in 2015 - Houndmills, Basingstoke, Hampshire and the language of the book is English.
“Modelling and forecasting high frequency financial data” Metadata:
- Title: ➤ Modelling and forecasting high frequency financial data
- Author: Stavros Degiannakis
- Language: English
- Publisher: Palgrave Macmillan
- Publish Date: 2015
- Publish Location: ➤ Houndmills, Basingstoke, Hampshire
“Modelling and forecasting high frequency financial data” Subjects and Themes:
- Subjects: ➤ Mathematical models - Speculation - Finance - Technical analysis (Investment analysis) - Finance, mathematical models - Investment analysis
Edition Specifications:
- Pagination: pages cm
Edition Identifiers:
- The Open Library ID: OL30394192M - OL22316056W
- Library of Congress Control Number (LCCN): 2015013168
- ISBN-13: 9781137396488
- All ISBNs: 9781137396488
AI-generated Review of “Modelling and forecasting high frequency financial data”:
"Modelling and forecasting high frequency financial data" Table Of Contents:
- 1- Introduction to high frequency financial modelling
- 2- Intra-day realized volatility measures
- 3- Methods of volatility estimation and forecasting
- 4- Multiple model comparison and hypothesis framework construction
- 5- Realized volatility forecasting - applications
- 6- Recent methods: a review
- 7- Intraday hedge ratios & option pricing.
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