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161125 ||| eng |
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|a 9781137396495
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|a Degiannakis, Stavros
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|a Modelling and Forecasting High Frequency Financial Data
|h Elektronische Ressource
|c by Stavros Degiannakis, Christos Floros
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| 260 |
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|a London
|b Palgrave Macmillan UK
|c 2015, 2015
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| 300 |
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|a XXII, 278 p
|b online resource
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|a 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
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| 653 |
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|a Corporations / Finance
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| 653 |
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|a Investments and Securities
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| 653 |
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|a Finance
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| 653 |
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|a Securities
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| 653 |
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|a Banks and banking
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| 653 |
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|a Investment banking
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| 653 |
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|a Financial engineering
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| 653 |
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|a Corporate Finance
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| 653 |
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|a Financial Engineering
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| 653 |
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|a Banking
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| 700 |
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|a Floros, Christos
|e [author]
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|a eng
|2 ISO 639-2
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| 989 |
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|b Springer
|a Springer eBooks 2005-
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| 856 |
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|u http://dx.doi.org/10.1057/9781137396495?nosfx=y
|x Verlag
|3 Volltext
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|a 332.6
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|a 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. Modelling and Forecasting High Frequency Financial Data combines traditional and updated theories and applies them to real-world financial market situations. It will be a valuable and accessible resource for anyone wishing to understand quantitative analysis and modelling in current financial markets
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