Risk Estimation on High Frequency Financial Data: Empirical Analysis of the DAX 30 - BestMasters - Florian Jacob - Books - Springer - 9783658093884 - April 7, 2015
In case cover and title do not match, the title is correct

Florian Jacob
Risk Estimation on High Frequency Financial Data: Empirical Analysis of the DAX 30 - BestMasters 2015 edition

Price
$ 54.99
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jul 21 - 27
Get notified about new Florian Jacob releases

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Not rated yet

By studying the ability of the Normal Tempered Stable (NTS) model to fit thestatistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models.

70 pages, 12 black & white illustrations, 7 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 7, 2015
ISBN13 9783658093884
Publishers Springer
Pages 70
Dimensions 148 × 210 × 5 mm   ·   122 g
Language French  

More from the same publisher

See all of Florian Jacob ( e.g. Paperback Book )