All ebooks by Holger Kömm in PDF
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All ebooks by Holger Kömm in PDF


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Download this eBook Forecasting High-Frequency Volatility Shocks
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Forecasting High-Frequency Volatility Shocks


Holger Kömm


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 Kömm embeds the proposed strategy in a monitoring system, using first, a...

Publication date: 2016-02-08
Format: PDF
Publisher: Springer Gabler
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£44,99

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