Modelling and forecasting high frequency financial data. ([2015])

• Record Type: Book
• Further Information: Note: Stavros Degiannakis and Christos Floros.
• Authors: Degiannakis, Stavros; Floros, C (Christos)
• Contents: 1. Introduction to Financial Modelling; 2. Intra-Day Realized Volatility Measures; 3. Methods of Volatility Estimation and Forecasting; 4. Simultaneous Multiple Model Comparison and Hypothesis Framework Construction; 5. Realized Volatility Forecasting: Applications; 6. Recent Methods: A Review; 7. Case Studies
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2015
• Extent: 1 online resource, illustrations
• Subjects: 332.015195; Finance -- Mathematical models; Speculation -- Mathematical models; Technical analysis (Investment analysis) -- Mathematical models; Investments & Securities; Finance; Investment & securities
• Languages: English
• ISBNs: 9781137396501; 1137396504
• Related ISBNs: 9781137396488
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.