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Forecasting High-Frequency Volatility Shocks: An Analytical Real-Time Monitoring System Holger Koemm 1st ed. 2016 edition
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Forecasting High-Frequency Volatility Shocks: An Analytical Real-Time Monitoring System
Holger Koemm
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.
171 pages, 19 black & white illustrations, 17 black & white tables, biography
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