Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Holger Kömm
| Year of publication: |
[2016] ; 1st ed. 2016
|
|---|---|
| Authors: | Kömm, Holger |
| Institutions: | Springer Fachmedien Wiesbaden (publisher) |
| Publisher: |
Wiesbaden : Springer Gabler |
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Prognoseverfahren | Forecasting model | Frühwarnsystem | Early warning system | Wirtschaftsinformation | Economic information | Mediale Berichterstattung | Media coverage | Text | Schock | Shock | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany | Wertpapierhandelssystem |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [springer.com] |
| Extent: | XXIX, 171 Seiten 17 schw.-w. Tab., 19 schw.-w. Ill 21 cm x 14.8 cm, 0 g |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Catholic University Eichstätt-Ingolstadt, 2015 |
| ISBN: | 3-658-12595-0 ; 978-3-658-12595-0 ; 978-3-658-12596-7 |
| Other identifiers: | 10.1007/978-3-658-12596-7 [DOI] |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011411472