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Forecasting High-Frequency Volatility Shocks

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Attention for Chapter 4: Zero-inflated Data Generation Processes
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Chapter title
Zero-inflated Data Generation Processes
Chapter number 4
Book title
Forecasting High-Frequency Volatility Shocks
Published by
Springer Gabler, Wiesbaden, January 2016
DOI 10.1007/978-3-658-12596-7_4
Book ISBNs
978-3-65-812595-0, 978-3-65-812596-7
Authors

Holger Kömm