Intraday Return Volatility Process

Intraday Return Volatility Process
Author :
Publisher :
Total Pages : 120
Release :
ISBN-10 : OCLC:881281141
ISBN-13 :
Rating : 4/5 (41 Downloads)

Book Synopsis Intraday Return Volatility Process by : Nattagan Suwanvong

Download or read book Intraday Return Volatility Process written by Nattagan Suwanvong and published by . This book was released on 2011 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Intraday Return Volatility Process Related Books

Intraday Return Volatility Process
Language: en
Pages: 120
Authors: Nattagan Suwanvong
Categories:
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

Modelling the Intraday Return of Volatility Process in the Australian Equity Market
Language: en
Pages: 14
Authors: Andrew Worthington
Categories: Stock exchanges
Type: BOOK - Published: 2003 - Publisher:

DOWNLOAD EBOOK

"The data set employed consists of five-minute returns, trading volumes at bid-ask spreads over the period 31 December 2002 to 4 March 2003 for the fifty nation
Empirical Studies on Volatility in International Stock Markets
Language: en
Pages: 168
Authors: Eugenie M.J.H. Hol
Categories: Business & Economics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in internation
Analysing Intraday Implied Volatility for Pricing Currency Options
Language: en
Pages: 350
Authors: Thi Le
Categories: Business & Economics
Type: BOOK - Published: 2021-04-13 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain
Stochastic Processes and Applications to Mathematical Finance
Language: en
Pages: 228
Authors: Jiro Akahori
Categories: Mathematics
Type: BOOK - Published: 2006 - Publisher: World Scientific

DOWNLOAD EBOOK

Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential gui