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.

Prezzo: € 119,59
Aggiungi a lista dei desideri

Al momento non disponibile, ordinabile in 3 settimane circa

Dettagli Libro

Titolo: Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Autore:
Curatore:
Traduttore:
Illustratore:
Editore: Palgrave MacMillan
Collana:
Data di Pubblicazione: 2011
Pagine: 00257
Formato:
ISBN: 9780230283626
Non catalogati - Non catalogati