Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures - - Books - Palgrave Macmillan - 9781349328901 - 2011
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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures 1st ed. 2011 edition

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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.

257 pages, XXII, 257 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released 2011
ISBN13 9781349328901
Publishers Palgrave Macmillan
Pages 257
Dimensions 150 × 220 × 10 mm   ·   412 g
Language English  
Editor Gregoriou, G.
Editor Pascalau, R.

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