Modelling and Forecasting High Frequency Financial Data

Stavros Degiannakis and Christos Floros

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 2015
ISBN: 978-1-137-39649-5
References: Add references at CitEc
Citations: View citations in EconPapers (12)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch 1 Introduction to High Frequency Financial Modelling

Stavros Degiannakis and Christos Floros

Ch 2 Intraday Realized Volatility Measures

Stavros Degiannakis and Christos Floros

Ch 3 Methods of Volatility Estimation and Forecasting

Stavros Degiannakis and Christos Floros

Ch 4 Multiple Model Comparison and Hypothesis Framework Construction

Stavros Degiannakis and Christos Floros

Ch 5 Realized Volatility Forecasting: Applications

Stavros Degiannakis and Christos Floros

Ch 6 Recent Methods: A Review

Stavros Degiannakis and Christos Floros

Ch 7 Intraday Hedge Ratios and Option Pricing

Stavros Degiannakis and Christos Floros

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:palbok:978-1-137-39649-5

Ordering information: This item can be ordered from
http://www.palgrave.com/9781137396495

DOI: 10.1057/9781137396495

Access Statistics for this book

More books in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().