Description: Financial Econometrics Modeling : Market Microstructure, Factor Models and Financial Risk Measures, Paperback by Gregoriou, G. (EDT); Pascalau, R. (EDT), ISBN 1349328901, ISBN-13 9781349328901, Like New Used, Free shipping in the US 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.
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Book Title: Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Item Length: 9in
Item Width: 6in
Author: R. Pascalau
Format: Trade Paperback
Language: English
Topic: Insurance / Risk Assessment & Management, Corporate Finance / General, Business Mathematics
Publisher: Palgrave Macmillan The Limited
Publication Year: 2011
Genre: Business & Economics
Item Weight: 14.6 Oz
Number of Pages: Xxii, 257 Pages
