Financial Econometrics Modeling: Ma - E-book

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Financial Econometrics Modeling: Market Microstructure, Factor Models And Financial Risk Measures - ENG

G. Gregoriou

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Sinopsis

ISBN:	9780230298101
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Finanzas Corporativas general
Año de publicación:	2010-12-13

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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