£74.99

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
paperback
Domain
Amazon UK
Release Date
01 January 2011
Listed Since
27 May 2016

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