Forecasting High-Frequency Volatility Shocks: An Analytical Real-Time Monitoring System - Holger Koemm - Books - Springer - 9783658125950 - February 16, 2016
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Holger Koemm
Forecasting High-Frequency Volatility Shocks: An Analytical Real-Time Monitoring System 1st ed. 2016 edition

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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.

171 pages, 19 black & white illustrations, 17 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 16, 2016
ISBN13 9783658125950
Publishers Springer
Pages 171
Dimensions 148 × 210 × 12 mm   ·   272 g
Language German  

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