Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures - Gregoriou, Greg N, Dr - Books - Palgrave Macmillan - 9780230283626 - December 14, 2010
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Gregoriou, Greg N, Dr
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

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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.

280 pages, 1, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 14, 2010
ISBN13 9780230283626
Publishers Palgrave Macmillan
Pages 257
Dimensions 140 × 222 × 22 mm   ·   476 g
Editor Gregoriou, G.
Editor Pascalau, R.

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