Browsing ΤΕΙ Κρήτης / Tei of Crete by Author "Rovithi, Efsevia"
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Statistical analysis of stock indices using high frequency data.
T.E.I. of Crete, School of Management and Economics (SDO), Department of Accounting and Finance
Authors: Karilakis, Emmanouil; Rovithi, Efsevia; Tsagkarakis-Megalogiannis, Dimitrios
Thesis advisor: Floros, Christos
Publication Date: 2018-05-14At the beginning of our thesis we analyse the existence of high-frequency trading at an economic and empirical level. Then, we focus our attention to the analysis of stock index volatility at high frequency intervals in a ...
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