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Modelling and Forecasting High Frequency Financial Data

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Cover of 'Modelling and Forecasting High Frequency Financial Data'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction to High Frequency Financial Modelling
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    Chapter 2 Intraday Realized Volatility Measures
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    Chapter 3 Methods of Volatility Estimation and Forecasting
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    Chapter 4 Multiple Model Comparison and Hypothesis Framework Construction
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    Chapter 5 Realized Volatility Forecasting: Applications
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    Chapter 6 Recent Methods: A Review
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    Chapter 7 Intraday Hedge Ratios and Option Pricing
Attention for Chapter 6: Recent Methods: A Review
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