Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Ris...
MIA KARTS BOOKS
Financial Econometrics Modeling: Market Microstructure, F...
Book details
- Language
- English
- Category
- Econometrics & Statistics
- Condition
- New
- ISBN-10
- 0230283624
- Vendor: Mia Karts
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
$103.30 USD
Shipping calculated at checkout.
Available
Free U.S. shipping on all orders. International shipping is calculated at checkout.
ISBN: 0230283624
Author: Gregoriou, G.
Condition: New
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.
Have a question?
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
$103.30 USD
