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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
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.
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2011 |
| ISBN13 | 9781349328901 |
| 出版社 | Palgrave Macmillan |
| ページ数 | 257 |
| 寸法 | 150 × 220 × 10 mm · 412 g |
| 言語 | 英語 |
| 編集者 | Gregoriou, G. |
| 編集者 | Pascalau, R. |
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