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Risk Estimation on High Frequency Financial Data: Empirical Analysis of the DAX 30 - BestMasters Florian Jacob 2015 edition
Risk Estimation on High Frequency Financial Data: Empirical Analysis of the DAX 30 - BestMasters
Florian Jacob
By studying the ability of the Normal Tempered Stable (NTS) model to fit thestatistical 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.
70 pages, 12 black & white illustrations, 7 black & white tables, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 7 de abril de 2015 |
| ISBN13 | 9783658093884 |
| Editores | Springer |
| Páginas | 70 |
| Dimensiones | 148 × 210 × 5 mm · 122 g |
| Lengua | Francés |