Forecasting Volatility Using High Frequency Data
| Author | : Peter Reinhard Hansen |
| Publisher | : |
| Total Pages | : 37 |
| Release | : 2018 |
| ISBN-10 | : OCLC:1304390740 |
| ISBN-13 | : |
| Rating | : 4/5 (40 Downloads) |
Book Synopsis Forecasting Volatility Using High Frequency Data by : Peter Reinhard Hansen
Download or read book Forecasting Volatility Using High Frequency Data written by Peter Reinhard Hansen and published by . This book was released on 2018 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook chapter on volatility forecasting using high-frequency data, with surveys of reduced-form volatility forecasts and model-based volatility forecasts.
