Related Books

Volatility Analysis with Unified Discrete and Continuous Time Models by Combining Low-frequency, High-frequency and Option Data
Language: en
Pages: 0
Authors: Xinyu Song
Categories:
Type: BOOK - Published: 2017 - Publisher:

DOWNLOAD EBOOK

In this dissertation, we present the topic on volatility analysis with combined discrete-time and continuous-time models by employing low-frequency, high-freque
Multifractal Volatility
Language: en
Pages: 273
Authors: Laurent E. Calvet
Categories: Business & Economics
Type: BOOK - Published: 2008-10-13 - Publisher: Academic Press

DOWNLOAD EBOOK

Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and
Volatility Analysis for High Frequency Financial Data
Language: en
Pages: 79
Authors: Xiaohua Zheng
Categories: Electronic dissertations
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

Measuring and modeling financial volatility are key steps for derivative pricing and risk management. In financial markets, there are two kinds of data: low-fre
Handbook of Volatility Models and Their Applications
Language: en
Pages: 566
Authors: Luc Bauwens
Categories: Business & Economics
Type: BOOK - Published: 2012-04-17 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication
A Practical Guide to Forecasting Financial Market Volatility
Language: en
Pages: 236
Authors: Ser-Huang Poon
Categories: Business & Economics
Type: BOOK - Published: 2005-08-19 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and f