"Modelling and forecasting high frequency financial data" - Information and Links:

Modelling and forecasting high frequency financial data - Info and Reading Options

"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:
  • Language: English
  • Publisher: Palgrave Macmillan
  • Publish Date:
  • Publish Location: ➤  Houndmills, Basingstoke, Hampshire

“Modelling and forecasting high frequency financial data” Subjects and Themes:

Edition Specifications:

  • Pagination: pages cm

Edition Identifiers:

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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