Forecasting and Trading High Frequency Volatility on Large Indices

Authors: Fei Liu, Athanasios A. Pantelous, Hans-Jorg von Mettenheim

Journal: Quantitative Finance

Link: http://dx.doi.org/10.2139/ssrn.2845491

Volume: 18

Issue: 5

Year: 2018

Events

View all

JPO Thionville

Campus de Thionville-Luxembourg

Upcoming events (Thionville)

We will soon be sharing information about our forthcoming Open Days on the Thionville campus.

Live

Online

Upcoming events (ONLINE)

We'll be sharing information about our upcoming conferences soon.

Paris Open Days

IPAG Beaugrenelle (Paris) Campus

Upcoming events (PARIS)

We will soon be sharing information about our forthcoming Open Days on the Paris campus.