Browsing by Author "Ροβίθη, Ευσεβία"

Now showing items 1-1 of 1

  • 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: 2018-05-14
    At 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 ...