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Forecasting High-Frequency Volatility Shocks: A...

Edition Description

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 K?mm embeds the proposed strategy in a monitoring system, using first, a sequence...

Edition Details

Format:Paperback

Language:English

ISBN:3658125950

Format: Paperback

Condition:

54.99

Quantity:

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Forecasting High-Frequency Volatility Shocks: A...

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