Browsing Analisi economica, giuridica e statistica delle politiche, dei mercati e delle imprese by Subject "Forecasting"
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Essays on the modelling and prediction of financial volatility and trading volumes
(Universita degli studi di Salerno, 2017-06-12)Aim of this thesis is to propose and discuss novel model specifications for predicting financial volatility and trading volumes using intra-daily information. Chapter 1 provides a literature overview on modelling financial ...
