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

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
14 December 2010
Listed Since
12 July 2010

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