Name: Modelling and Forecasting High Frequency Financial Data
Brand: Atlantic Books
SKU: 9781137396488
Price: 8461.0 INR
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Modelling and Forecasting High Frequency Financial Data

by Stavros Degiannakis , Christos Floros

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ISBN13: 9781137396488
Binding: Hardcover
Subject: N/A
Publisher: Palgrave MacMillan
Publisher Imprint: Palgrave MacMillan
Publication Date: September 29, 2015
Pages: 278
Original Price: USD 84.99
Language: English
Edition: 1st ed. 2015
Item Weight: 613 grams
BISAC Subject(s): Finance / Financial Engineering

About The Book

The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate.

About The Author

Dr. Christos Floros (Crete, Greece) is Professor of Finance at the Technological Educational Institute of Crete and Hellenic Open University (Greece). His main research interests include behavioural finance, financial derivatives (futures and options markets), financial econometrics (forecasting realized volatility, VaR modelling) and empirical banking (efficiency, competition and profitability). He has published extensively in academic journals and is the Editor-in-Chief of the International Journal of Financial Markets and Derivatives (IJFMD) and Editor of the International Journal of Computational Economics and Econometrics (IJCEE). He has been involved in a number of research funded projects including a Marie Curie project on 'Volatility forecasting evaluation based on loss function with well-defined multivariate distributional form and ultra-high frequency datasets (as co-ordinator). Christos has presented several papers at international academic conferences in the UK, Greece, Portugal, Italy, France, Ireland, and Spain, and is a Fellow of the Higher Education Academy (UK).

Dr. Stavros Degiannakis is Assistant Professor in the Department of Economic and Regional Development of Panteion University of Social and Political Sciences. He has taught at various Universities including the Athens University of Economics and Business and the Hellenic Open University, Greece, in subjects such as statistics, econometrics, time series, data analysis and quantitative techniques. He has also served as econometrician for companies in the private and public sector (the Bank of Greece, the University of Portsmouth, the Economic Chamber of Greece, Inventive, the Hellenic Parliament, and Profile). He has served as a referee in more than 30 international journals, such as the Journal of Applied Econometrics, the Journal of Banking and Finance, and the Journal of Applied Statistics. His research interests are in the areas of applied and theoretical financial econometrics (ultra-high frequency data analysis, macro-finance modelling, option pricing, risk modelling) and statistics (marketing metrics, multivariate distributions, forecasting ability, time series analysis). Dr. Stavros Degiannakis received his PhD in Statistics from Athens University of Economics and Business. He graduated from the Athens University of Economics and Business, where he completed his studies in Statistics, and holds a M.Sc. degree in Econometrics from the University of Essex.

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