Coverart for item
The Resource Modelling and forecasting high frequency financial data, Stavros Degiannakis and Christos Floros, (electronic resource)

Modelling and forecasting high frequency financial data, Stavros Degiannakis and Christos Floros, (electronic resource)

Label
Modelling and forecasting high frequency financial data
Title
Modelling and forecasting high frequency financial data
Statement of responsibility
Stavros Degiannakis and Christos Floros
Creator
Contributor
Author
Subject
Language
eng
Summary
"The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. There is a need for more sophisticated analytical concepts which take into account current quantitative changes and unprecedented turbulence in the financial markets. This book provides a comprehensive guide to the quantitative analysis of high frequency financial data in the light of current events and contemporary issues, using the latest empirical research and theory. It highlights and explains the shortcomings of theoretical frameworks and provides an explanation of high-frequency theory, emphasising ways in which to critically apply this knowledge within a financial context." --
Assigning source
Portion of summary from book
Cataloging source
CN3GA
http://library.link/vocab/creatorName
Degiannakis, Stavros
Dewey number
332.01/5195
Index
no index present
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Floros, C.
http://library.link/vocab/subjectName
  • Finance
  • Speculation
  • Technical analysis (Investment analysis)
Label
Modelling and forecasting high frequency financial data, Stavros Degiannakis and Christos Floros, (electronic resource)
Instantiates
Publication
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction to high frequency financial modelling -- Intra-day realized volatility measures -- Methods of volatility estimation and forecasting -- Multiple model comparison and hypothesis framework construction -- Realized volatility forecasting -- applications -- Recent methods: a review -- Intraday hedge ratios & option pricing
Control code
ocn945756754
Dimensions
unknown
Extent
1 online resource
Form of item
online
Isbn
9781137396495
Isbn Type
(electronic bk.)
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
835157
Specific material designation
remote
System control number
(OCoLC)945756754
Label
Modelling and forecasting high frequency financial data, Stavros Degiannakis and Christos Floros, (electronic resource)
Publication
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction to high frequency financial modelling -- Intra-day realized volatility measures -- Methods of volatility estimation and forecasting -- Multiple model comparison and hypothesis framework construction -- Realized volatility forecasting -- applications -- Recent methods: a review -- Intraday hedge ratios & option pricing
Control code
ocn945756754
Dimensions
unknown
Extent
1 online resource
Form of item
online
Isbn
9781137396495
Isbn Type
(electronic bk.)
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
835157
Specific material designation
remote
System control number
(OCoLC)945756754

Library Locations

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