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

Business & Finance, Industries & Professions, Insurance, Finance & Investing, Corporate Finance
Cover of the book Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures by , Palgrave Macmillan UK
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9780230298101
Publisher: Palgrave Macmillan UK Publication: December 13, 2010
Imprint: Palgrave Macmillan Language: English
Author:
ISBN: 9780230298101
Publisher: Palgrave Macmillan UK
Publication: December 13, 2010
Imprint: Palgrave Macmillan
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Palgrave Macmillan UK

Cover of the book Dangerous Language — Esperanto under Hitler and Stalin by
Cover of the book Performing Leadership by
Cover of the book How Labour Governments Fall by
Cover of the book The Seven Sins of Innovation by
Cover of the book Comparing Devolved Governance by
Cover of the book European Aestheticism and Spanish American Modernismo by
Cover of the book The Global Political Economy of the Environment and Tourism by
Cover of the book Social Injustice by
Cover of the book Making Sense of Contemporary British Muslim Novels by
Cover of the book The Palgrave Handbook of Early Modern Literature and Science by
Cover of the book The Smoke of the Soul by
Cover of the book Determinants of Financial Development by
Cover of the book A Pedagogy of Multiliteracies by
Cover of the book Sporting Times by
Cover of the book Mass Dictatorship and Modernity by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy