Risk Estimation on High Frequency Financial Data
By studying the ability of the Normal Tempered Stable (NTS) model to fit the statistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models. He examines the DAX30 returns using ARMA-GA...
Wedi'i Gadw mewn:
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| Fformat: | Llyfr |
| Iaith: | English |
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Springer
2015
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| Pynciau: | |
| Mynediad Ar-lein: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58091 |
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Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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