Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures - - Bøger - Palgrave Macmillan - 9781349328901 - 2011
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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures 1st ed. 2011 edition

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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures 1st ed. 2011 edition

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.

257 pages, XXII, 257 p.

Medie Bøger     Paperback Bog   (Bog med blødt omslag og limet ryg)
Udgivet 2011
ISBN13 9781349328901
Forlag Palgrave Macmillan
Antal sider 257
Mål 412 g
Sprog Engelsk  
Klipper/redaktør Gregoriou, G.
Klipper/redaktør Pascalau, R.