Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
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  • Anglický jazyk

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

Autor: R. Pascalau

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... Viac o knihe

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98.99 €

bežná cena: 109.99 €

O knihe

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.

  • Vydavateľstvo: Palgrave Macmillan UK
  • Rok vydania: 2011
  • Formát: Paperback
  • Rozmer: 229 x 152 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9781349328901

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