Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Risk estimation on high frequency financial data : empirical analysis of the DAX 30 / Florian Jacob
| Risk estimation on high frequency financial data : empirical analysis of the DAX 30 / Florian Jacob |
| Autore | Jacob, Florian |
| Pubbl/distr/stampa | Wiesbaden, : Springer spektrum, 2015 |
| Descrizione fisica | XI, 70 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
FIGARCH
Finance Multivariate Standard Normal Tempered Stable Distribution Normal Tempered Stable (NTS) Model Risk management |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113923 |
Jacob, Florian
|
||
| Wiesbaden, : Springer spektrum, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk estimation on high frequency financial data : empirical analysis of the DAX 30 / Florian Jacob
| Risk estimation on high frequency financial data : empirical analysis of the DAX 30 / Florian Jacob |
| Autore | Jacob, Florian |
| Pubbl/distr/stampa | Wiesbaden, : Springer spektrum, 2015 |
| Descrizione fisica | XI, 70 p. : ill. ; 24 cm |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
FIGARCH
Finance Multivariate Standard Normal Tempered Stable Distribution Normal Tempered Stable (NTS) Model Risk management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113923 |
|
Jacob, Florian
|
||
| Wiesbaden, : Springer spektrum, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Signatures of Maturity in Cryptocurrency Market
| Signatures of Maturity in Cryptocurrency Market |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2023 |
| Descrizione fisica | 1 online resource (262 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
ADCC-GARCH
AI anomaly score automated market makers bitcoin Bitcoin carbon footprint Bitcoin mining blockchain blockchain technology bounded distance decoding business development collective dynamics community detection complex systems complexity correlations COVID-19 cross-correlations cryptocurrencies cryptocurrency DAO decentralized exchange DeFi diversifier econophysics edge computing electric vehicles energy consumption entropy error correcting code Ethereum FIGARCH financial crisis financial development financial markets fluctuations forex market hedge Hurst exponent information processing Kolmogorov entropy lending protocol long memory Mahalanobis distance market impact market maturity metaverse MFDFA minimum covariance determinant multifractal analysis multifractality multiscale network structure noise and trend effects oracle P2P charging permanent policy portfolio optimization precision public-key cryptosystem safe haven shrinkage estimators tick-by-tick data time series time series analysis volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910743270303321 |
| MDPI - Multidisciplinary Digital Publishing Institute, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||