Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data
This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univaria...
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| Format: | Doctoral Thesis |
| Language: | en |
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Universite Libre de Bruxelles
2016
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| Online Access: | http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/228960 |