Search for dissertations about: "Suad Elezovic"
Found 1 swedish dissertation containing the words Suad Elezovic.
1. Modeling financial volatility A functional approach with applications to Swedish limit order book dataUniversity dissertation from Umeå
Abstract : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. READ MORE