Risk estimation on high frequency financial data empirical analysis of the DAX 30 /
By studying the ability of the Normal Tempered Stable (NTS) model to fit the statistical characteristics of intraday data with a sampling rate of 5 minutes, Florian Jacobs expands research on high-frequency data as well as the application of stable tempered models. . Examines the performances of the...
| Main Author: | Jacob, Florian, |
|---|---|
| Other Authors: | SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Wiesbaden :
Springer Spektrum,
[2015]
|
| Physical Description: |
1 online resource : illustrations. |
| Series: |
BestMasters.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |