Jump to content

Dear members, finally, we decided to refresh our theme. Decision was brought based on multiple factors, primarily because of technical needs as old one is not compatible with a new platform version, but also because you all asked for a darker theme.
Here you go!

Please head here if you want to vote https://www.elite7hackers.net/topic/411861-the-new-theme/


This site uses cookies! Learn More

This site uses cookies!

For providing our services, we do use cookies.
But get used, this is what most of modern web do!
However we have to warn you since we are obligated to so due to EU laws.

By continuing to use this site, you agree to allow us to store cookies on your computer. :)
And no, we will not eat your computer nor you will be able to eat those cookies :P

Sign in to follow this  

Risk Estimation on High Frequency Financial Data Empirical Analysis of the DAX 30

Recommended Posts

50c8c4d54249a0ca044aa1eaa8598dad.jpg [b]Risk Estimation on High Frequency Financial Data: Empirical Analysis of the DAX 30 (BestMasters) by Florian Jacob[/b] English | 2015 | ISBN: 3658093889 | 70 pages | PDF | 1,4 MB By studying the ability of the Normal Tempered Stable (NTS) model to fit the statistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models. He examines the DAX30 returns using ARMA-GARCH NTS, ARMA-GARCH MNTS (Multivariate Normal Tempered Stable) and ARMA-FIGARCH (Fractionally Integrated GARCH) NTS. The models will be benchmarked through their goodness of fit and their VaR and AVaR, as well as in an historical Backtesting.7409461d53baf8ee6fe405f510a7faff.png [b]Buy Premium From My Links To Get Resumable Support,Max Speed & Support Me[/b]
Download ( NitroFlare )

Download ( Uploaded 

Download ( Rapidgator )

Download ( Uploadable )

Download (Turbobit)

Share this post

Link to post
Share on other sites

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
Sign in to follow this  

Elite7Hackers Netwok

Hack the imagination!

Support and inquiries

Open support ticket here or email us at [email protected]


Highlighted/recommended lights


Important Information

By using this site, you agree to our Privacy Policy and Terms of Use.