Browsing Rechts-, Wirtschafts- und Sozialwissenschaften by Author "Kao, Ta-Chao"
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Contributions to statistical modelling of high-frequency financial data with applications to Frankfurt Stock Exchange
Kao, Ta-Chao (2012-03-22)This dissertation is concerned with the forecasting performance of time series models for the price movements of high-frequency transaction data on the Frankfurt Stock Exchange. The availability of high quality data of ...