Deutsche Bank
investment strategies, automatic trading systems, optimization, technical and fundamental analysis, market volatility, efficient risk and return measures, EMH, mutual and hedge funds
financial market volatility, high-frequency data, realized volatility, realized range, implied and historical volatility, volatility forecasting, option pricing models, investment strategies, portfolio optimization,
financial market volatility, high-frequency financial data, realized volatility and correlation, volatility forecasting, microstructure bias, the opening jump effect, the bid-ask bounce, autocovariance bias, daily patterns of volatility, emerging markets
