Télécharger le livre :  Forecasting High-Frequency Volatility Shocks
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This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a...

Editeur : Springer Gabler
Parution : 2016-02-08

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