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
Proceeding of the 3rd International Conference on Electronics, Biomedical Engineering, and Health In
$249.99
Intermedial Performance and Politics in the Public Sphere
$129.99
SQL mit ORACLE
$44.99
A Rose Armed with Thorns: Spinozas Philosophy Under a Novel Lens
$119.99
Praktische Ohrenheilkunde fr rzte
$59.99
Differential-Display Reverse Transcription-PCR (DDRT-PCR)
$109.99
Verkehr(t)
$19.99
Ultrasound Imaging in Reproductive Medicine
$159.99
Anzac Labour
$39.99
Gabler Berufs- und Karriere-Planer 2000/2001: IT und e-business
$54.99
Handbuch der Virusforschung
$59.99
Sehnenverletzungen und Sehnen-Muskeltransplantationen
$44.99
Clinician's Guide to Diagnostic Imaging
$69.99
The Heliosphere through the Solar Activity Cycle
$109.99
Sunlight: Buried Sunlight
$5.21
Ethical Dimensions of Muslim Education
$99.99
Total Collapse: The Case Against Responsibility and Morality
$109.99
Pharmalogistik
$64.99
Advanced Boolean Techniques
$109.99
The Near-Surface Layer of the Ocean
$129.00
Invisible Migrant Nightworkers in 24/7 London
$129.99
The Indispensability of Phenomenology, Experiment and History
$129.99
Approaching Infinity
$119.99
Knee Arthroscopy
$119.99
Mixed-Mode Simulation and Analog Multilevel Simulation
$169.99
Rate-Distortion Based Video Compression
$169.99
Dendrimers II
$259.00
Bauobjektberwachung
$89.99
1942 (Exploring Civil Rights: The Beginnings)
$8.99
Social Network Analysis and Law Enforcement
$109.00
EXCEL in der Wirtschaftsmathematik
$39.99
Reibermdung einbetonierter Spannkabel
$49.99
Civilization and the Making of the State in Lebanon and Syria
$99.00
Shyness and Society
$54.99
Vector Quantization and Signal Compression
$119.99
Contemporary Chinese Philosophy
$109.99
Biostatistics
$109.99
Biologische Psychiatrie
$69.99
Molecular Genetics of Host-Specific Toxins in Plant Disease
$219.99
The Witch's Book of Candle Magic - A Handbook of Candle Spells, Divination, Rituals, and Charms (Witchcraft For Beginners, Spell Book, New Age Mystici
$18.99
