Stochastic volatility with high frequency data: analysis of the Eurostoxx index and applications with Julia language

Balzano, Raffaele (A.A. 2015/2016) Stochastic volatility with high frequency data: analysis of the Eurostoxx index and applications with Julia language. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 110. [Master's Degree Thesis]

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Abstract/Index

Literature overview. High frequency data. Volatility in high frequency data framework. Applications.

References

Bibliografia: pp. 94-98.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Econometric theory
Thesis Supervisor: Ragusa, Giuseppe
Thesis Co-Supervisor: Benigno, Pierpaolo
Academic Year: 2015/2016
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 19 Oct 2016 09:47
Last Modified: 19 Oct 2016 10:17
URI: https://tesi.luiss.it/id/eprint/17053

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