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Kömm, Holger
Libros de: Kömm, Holger
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Forecasting High-Frequency Volatility Shocks "An Analytical Real-Time Monitoring System"
Kömm, Holger
Springer Verlag (2016)
- EAN: 9783658125950
- Páginas: 171
- Fecha de edición: 2016
pvp.71,95 €
Sin Stock. Posibilidad entre 11 y 20 dias
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 Komm embeds the proposed ...
