Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Risk Estimation on High Frequency Financial Data

Risk Estimation on High Frequency Financial Data

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783658093891
Condition
New
Product Description

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-GARCH NTS, ARMA-GARCH MNTS (Multivariate Normal Tempered Stable) and ARMA-FIGARCH (Fractionally Integrated GARCH) NTS. The models will be benchmarked through their goodness of fit and their VaR and AVaR, as well as in an historical Backtesting.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$36.00
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

10% OFF
This deals requires coupon Get Code Here
$36.00
See Site In stock Visit Store

Similar Products

Teacher Success Kit Grade K: Tier 3

$2,737.45

Elektromechanische Schaltungen und Schaltgerte

$89.99

Mathematik fr Physiker 2

$37.99

The Cranial Nerves

$84.99

The Baha Blanca Estuary

$179.99

Sensorimotor Integration in the Whisker System

$109.99

Intelligent Computer Techniques in Applied Electromagnetics

$219.99

Slaughter of the Innocents

$54.99

Fundamentals of Pediatric Surgery

$249.99

Mitteilungen aus dem Kniglichen Materialprfungsamt zu Gro-Lichterfelde West

$59.99

Glioma Signaling

$84.99

The New Bail-In Legislation

$69.99

Public Space, Media Space

$84.99

The Encyclopedia of Country Living, 50Th Anniversary Edition: The original Manual for Living off the Land & Doing it Yourself by Carla Emery

$29.95

Sportgeschichte in Deutschland - Sport History in Germany

$69.99

Runaway-Strme hoher Intensitt in einer toroidalen Entladung

$59.99

Materials Science Research

$54.99

Erforschung der Wrmeleitfhigkeit von Gasen bei extrem hohen Temperaturen

$59.99

Mischief Reef

$139.99

Crisis Management for and Medium-Sized Enterprises (SMEs)

$99.99

Engineering of Sport 6

$219.99

Techniques and Concepts of High-Energy Physics XII

$109.99

Advances in Natural Polymers

$169.99

Phonon Dispersion Relations in Insulators

$39.99

The Politics of Securitization in Democratic Indonesia

$109.99

Advanced Computing

$99.99

Scattering by Obstacles

$84.99

Emotional Abuse and Other Psychic Harms

$109.99

Query Store for SQL Server 2019

$34.99

An Introduction to Surface-Micromachining

$84.99

Computational Methods in Systems Biology

$54.99

rztliches Handeln zwischen Kunst und Wissenschaft

$79.99

Family Urban Agriculture in Russia

$109.99

Budget-Impact Analysis of Health Care Interventions

$129.99

How to Get a Better Job

$54.99

The DV-X Molecular-Orbital Calculation Method

$109.99

National Geographic Backyard Animals Grades PreK-1

$16.00

City Project and Public Space

$129.00

Excursions in Harmonic Analysis, Volume 1

$109.99

Isotope Geology of the Norilsk Deposits

$139.99