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Item Details
| Title:
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FINANCIAL ECONOMETRICS MODELING: MARKET MICROSTRUCTURE, FACTOR MODELS AND FINANCIAL RISK MEASURES
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| By: |
Greg N. Gregoriou (Editor) |
| Format: |
Paperback |
| List price:
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£79.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1349328901 |
| ISBN 13: |
9781349328901 |
| Publisher: |
PALGRAVE MACMILLAN |
| Pub. date: |
1 January, 2011 |
| Edition: |
1st ed. 2011 |
| Pages: |
257 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
XXII, 257 p. |
| Publication: |
UK |
| Imprint: |
Palgrave Macmillan |
| Returns: |
Returnable |
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