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]
|
PDF (Full text)
Download (3MB) | Preview |
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 2022 12:10 |
| URI: | https://tesi.luiss.it/id/eprint/17053 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
