Forecasting High-Frequency Volatility Shocks An Analytical Real-Time Monitoring System /
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 sequence of competing estimat...
Clasificación: | Libro Electrónico |
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Autor principal: | Kömm, Holger (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Gabler,
2016.
|
Edición: | 1st ed. 2016. |
Temas: | |
Acceso en línea: | Texto Completo |
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