Modelling and forecasting high frequency financial data
By: Stavros Degiannakis, Christos Floros
Contributors: Floros, C. (Christos), author
Publisher: Palgrave Macmillan
Published: 2015
Place of publication: Houndmills, Basingstoke, Hampshire; New York, NY
Language: eng
ISBN-13: 9781137396488
Subjects: Mathematical models; Speculation; Finance; Technical analysis (Investment analysis)
Table of contents: title: Introduction to high frequency financial modelling; title: Intra-day realized volatility measures; title: Methods of volatility estimation and forecasting; title: Multiple model comparison and hypothesis framework construction; title: Realized volatility forecasting - applications; title: Recent methods: a review; title: Intraday hedge ratios & option pricing.