Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9781137396495

Sommaire : Contents
List of Figures
List of Tables
Acknowledgments
List of Symbols and Operators
1 Introduction to High Frequency Financial Modelling
2 Intraday 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 and Option Pricing
Index

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque