Modelling and forecasting high frequency financial data. (2016)

• Record Type: Book
• Further Information: Note: Stavros Degiannakis, Christos Floros.
• Authors: Degiannakis, Stavros; Floros, C (Christos)
• Contents: 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.
• Publisher Details: London : Palgrave Macmillan
• Publication Date: 2016
• Copyright Date: 2015
• Extent: 1 online resource (278 pages)
• Subjects: 332.015195; Finance; Finance -- Mathematical models; Speculation -- Mathematical models; Technical analysis (Investment analysis) -- Mathematical models; Business & Economics -- Banks & Banking; Business & Economics -- Corporate Finance; Banking; Finance; Corporate finance; Investment banking; Securities; Banks and banking; Financial engineering; Business & Economics -- Investments & Securities; Investment & securities
• Languages: English
• ISBNs: 9781137396495
• Related ISBNs: 9781137396488
• 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.