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Greg N. . Ed(S): Gregoriou - Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures - 9781349328901 - V9781349328901
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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

€ 122.63
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Description for Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures Paperback. 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. Editor(s): Gregoriou, Greg N. Num Pages: 279 pages, biography. BIC Classification: KCB; KCH; KFFH; KJM; KJQ. Category: (G) General (US: Trade). Dimension: 229 x 152. .
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 Details

Format
Paperback
Publication date
2011
Publisher
Palgrave Macmillan United Kingdom
Number of pages
279
Condition
New
Number of Pages
257
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349328901
SKU
V9781349328901
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About Greg N. . Ed(S): Gregoriou
DAVID E. ALLEN Professor of Finance at Edith Cowan University, Perth, Western Australia ROBERT D. BROOKS Professor in the Department of Econometrics and Business Statistics at Monash University, Australia BIDISHA CHAKRABARTY Associate Professor of Finance at the John Cook Business School, Saint Louis University, USA LURION DE MELLO Ph.D student in Economics at Macquarie University in Sydney, Australia DEAN FANTAZZINI ... Read more

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