Apparel & Accessories 
Vehicles & Parts 
Toys & Games 
Sporting Goods 
Office Supplies 
Luggage & Bags 
Home & Garden 
Hardware 
Furniture 
Copied
Go to and paste the code at the checkout to enjoy
Risk Estimation on High Frequency Financial Data
Best Price (Coupon Required):
Buy Risk Estimation on High Frequency Financial Data for $36.00 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
Click “Get Coupon & Buy” to copy the code and unlock the deal.
Set a price drop alert to never miss an offer.
Single Product Purchase
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
|
|
$39.99 | $39.99 |
|
10% OFF
This deals requires coupon
|
$36.00 | See Site | In stock | Visit Store |
Product Details
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.
Reviews
Questions & Answers
Versuche an teilweise vorgespannten Leichtbetonbalken unter Dauerlast
$54.99
Beyond Fear
$39.99
Painting in Acrylic (Paperback)
$9.95
Gene Therapy for Cartilage and Bone Tissue Engineering
$64.99
Praktische Argumentationstheorie
$59.99
Emotionale Regulation bei psychischen Strungen
$34.99
Pathogenese und Klinik der Harnsteine X
$59.99
Statistical Methods for Plant Variety Evaluation
$219.99
Rckfall und Rckfallprophylaxe
$69.99
The Paperboy
$5.24
Operational Research and Systems
$169.99
The Little Book of Earthquakes and Volcanoes
$14.99
Of Fish, Fly, Worm, and Man
$39.99
Mathematical Reliability: An Expository Perspective
$84.99
Transportation for the Nuclear Industry
$109.99
Vulnerability and Transformation of Indonesian Peatlands
$49.99
Adam de Wodeham: Tractatus de Indivisibilibus
$219.99
India and the Quest for One World
$54.99
Organization of Programming Languages
$54.99
Advanced Intelligent Computing Theories and Applications
$109.99
Advising the Ultra-Wealthy
$69.99
Rotten Richie and the Ultimate Dare
$5.21
Enzymes in Degradation of the Lignocellulosic Wastes
$109.99
Implementing the Environmental Protection Regime for the Antarctic
$169.99
Imagination
$59.99
The Future of Learning
$39.99
A History of Creole Trinidad, 1956-2010
$159.99
Higher Education and Hope
$79.99
Vitreo-retinal Surgery
$169.99
Solutions to Financial Economics
$59.99
Diseases of the Abdomen and Pelvis
$109.99
The Myth of Ham in Nineteenth-Century American Christianity
$99.00
Sex, Honor and Citizenship in Early Third Republic France
$109.99
Autogenes Training fr Kinder
$69.99
Physiology
$109.99
The Influence of National Competition Policy on the International Competitiveness of Nations
$109.99
Refractive Indices of Solids
$54.99
Laurence Oliphant (18291888) and The Household
$49.99
The Heroes of Olympus: The Son of Neptune
$9.71
Mitarbeitergesprche fhren
$39.99
