Measuring and forecasting financial market volatility using high-frequency data
Karim Bannouh
| Year of publication: |
2013
|
|---|---|
| Authors: | Bannouh, Karim |
| Publisher: |
Rotterdam : ERIM |
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Maßzahl | Statistical measures | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Systematischer Fehler | Bias | Varianzanalyse | Analysis of variance | Monte-Carlo-Simulation | Monte Carlo simulation | Noise Trading | Noise trading |
freely available
| Extent: | Online-Ressource (145 S.) |
|---|---|
| Series: | ERIM Ph. D. series research in management / Erasmus Institute of Management. - Rotterdam [u.a.] : ERIM, ISSN 1568-1726, ZDB-ID 2703535-9. - Vol. 273 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Rotterdam, Univ., Diss., 2013 |
| ISBN: | 978-90-5892-317-2 |
| Other identifiers: | hdl:1765/38240 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009707692