Inhaltsangabe
Chapter 1: Introduction to High Frequency Financial Modelling.- Chapter 2: Intra-day Realized Volatility Measures.- Chapter 3: Methods of Volatility Estimation and Forecasting.- Chapter 4: Multiple Model Comparison and Hypothesis Framework Construction.- Chapter 5: Realized Volatility Forecasting - Applications.- Chapter 6: Recent Methods: A Review.- Chapter 7: Intraday Hedge Ratios & Option Pricing.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
