Modelling and Forecasting High Frequency Financial Data
eBook - ePub

Modelling and Forecasting High Frequency Financial Data

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Modelling and Forecasting High Frequency Financial Data

About this book

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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Yes, you can access Modelling and Forecasting High Frequency Financial Data by Stavros Degiannakis,Christos Floros in PDF and/or ePUB format, as well as other popular books in Business & Corporate Finance. We have over one million books available in our catalogue for you to explore.

Information

Table of contents

  1. HalfTitle
  2. Title
  3. Copyright
  4. Dedication
  5. Contents
  6. List of Figures
  7. List of Tables
  8. Acknowledgments
  9. 1  Introduction to High Frequency Financial Modelling
  10. 2  Intraday Realized Volatility Measures
  11. 3  Methods of Volatility Estimation and Forecasting
  12. 4  Multiple Model Comparison and Hypothesis Framework Construction
  13. 5  Realized Volatility Forecasting: Applications
  14. 6  Recent Methods: A Review
  15. 7  Intraday Hedge Ratios and Option Pricing