Breaking News!
60% Off the Hottest Halloween Costumes & Accessories

Forecasting High-Frequency Volatility Shocks

Best Price (Coupon Required):
Buy Forecasting High-Frequency Volatility Shocks 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.

1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$36.00
@ Link.springer.com with extra coupon

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
$39.99 $39.99

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

Product Details

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783658125950
Condition
New
Product Description

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 Kmm embeds the proposed strategy in a monitoring system, using first, a sequence of competing estimators to compute the unobservable volatility; second, a new two-state Markov switching mixture model for autoregressive and zero-inflated time-series to identify structural breaks in a latent data generation process and third, a selection of competing pattern recognition algorithms to classify the potential information embedded in unexpected, but public observable text data in shock and nonshock information. The monitor is trained, tested, and evaluated on a two year survey on the prime standard assets listed in the indices DAX, MDAX, SDAX and TecDAX.

Available Colors
Available Sizes

Reviews

0
0 reviews
5 stars
4 stars
3 stars
2 stars
1 star

Questions & Answers

Similar Products

Stochastische Szenariosimulation in der Unternehmenspraxis

Stochastische Szenariosimulation in der Unternehmenspraxis

$54.99
Wrmewirtschaftsfragen

Wrmewirtschaftsfragen

$59.99
The Essential Guide to Flex 2 with ActionScript 3.0

The Essential Guide to Flex 2 with ActionScript 3.0

$39.99
Linking and Aligning Scores and Scales

Linking and Aligning Scores and Scales

$109.99
Der Sozialstaat zwischen Markt und Hedonismus?

Der Sozialstaat zwischen Markt und Hedonismus?

$59.99
Sovereignty Blockchain 2.0

Sovereignty Blockchain 2.0

$109.99
Disorders of Thrombosis and Hemostasis in Pregnancy

Disorders of Thrombosis and Hemostasis in Pregnancy

$169.00
Diagnostic Imaging of Ophthalmology

Diagnostic Imaging of Ophthalmology

$109.99
A Practical Guide to Building Professional Competencies in School Psychology

A Practical Guide to Building Professional Competencies in School Psychology

$84.99
Molecular Similarity in Drug Design

Molecular Similarity in Drug Design

$169.00
Lyapunov Exponents

Lyapunov Exponents

$39.99
Forschungsmanagement  Steuerungsversuche zwischen Scylla und Charybdis

Forschungsmanagement Steuerungsversuche zwischen Scylla und Charybdis

$69.95
Verhaltensmedizin

Verhaltensmedizin

$129.00
Migration, Recognition and Critical Theory

Migration, Recognition and Critical Theory

$159.99
The Springer Index of Viruses

The Springer Index of Viruses

$2,999.99
Advances and Technical Standards in Neurosurgery

Advances and Technical Standards in Neurosurgery

$54.99
Phytochemical Methods

Phytochemical Methods

$54.99
Migration, Social Capital, and Health

Migration, Social Capital, and Health

$109.99
Zahlungen fr kosystemdienstleistungen

Zahlungen fr kosystemdienstleistungen

$39.99
Simultaneous Horizontal and Cyclovertical Strabismus Surgery

Simultaneous Horizontal and Cyclovertical Strabismus Surgery

$329.99
Progress in Pattern Recognition, Image Analysis, Computer Vision, and Applications

Progress in Pattern Recognition, Image Analysis, Computer Vision, and Applications

$89.00
Die lteste mathematische Aufgabensammlung in lateinischer Sprache: Die Alkuin zugeschriebenen

Die lteste mathematische Aufgabensammlung in lateinischer Sprache: Die Alkuin zugeschriebenen

$49.99
the essentials in cardiac pacing

the essentials in cardiac pacing

$54.99
Impact of Business Association Services and Training Programs on Export Performance

Impact of Business Association Services and Training Programs on Export Performance

$54.99
An Essay Concerning Sociocultural Evolution

An Essay Concerning Sociocultural Evolution

$109.99
Psychosis and Personality Disorders

Psychosis and Personality Disorders

$109.99
Piecewise Constant Orthogonal Functions and Their Application to Systems and Control

Piecewise Constant Orthogonal Functions and Their Application to Systems and Control

$54.99
Federated Learning

Federated Learning

$179.99
Thomas Reids Lectures on the Fine Arts

Thomas Reids Lectures on the Fine Arts

$54.99
Nervous System Regeneration in the Invertebrates

Nervous System Regeneration in the Invertebrates

$109.99
Die Rhre und ihre Anwendung

Die Rhre und ihre Anwendung

$59.99
Deep Inelastic Positron-Proton Scattering in the High-Momentum-Transfer Regime of HERA

Deep Inelastic Positron-Proton Scattering in the High-Momentum-Transfer Regime of HERA

$109.99
Performance in the Field

Performance in the Field

$129.99
Wissensbasierte Simulation komplexer Produktionssysteme

Wissensbasierte Simulation komplexer Produktionssysteme

$69.99
Ready-to-Read Level 1: Bunny Will Not Smile!

Ready-to-Read Level 1: Bunny Will Not Smile!

$3.71
Negative Identifizierung anhand des Tippverhaltens bei Verwendung fester und freier Textbestandteile

Negative Identifizierung anhand des Tippverhaltens bei Verwendung fester und freier Textbestandteile

$79.99
Leistungsmessung bei einphasigen Stromrichterantrieben

Leistungsmessung bei einphasigen Stromrichterantrieben

$59.99
Excursions in Astronomical Optics

Excursions in Astronomical Optics

$39.99
Complex Networks and Their Applications VIII

Complex Networks and Their Applications VIII

$169.00
Sprachlos gemacht in Kita und Familie

Sprachlos gemacht in Kita und Familie

$64.99
previous
next