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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

Name: Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
ISBN: 9781349328901

G. Gregoriou, R. Pascalau

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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.

سب زمرہ:

Business & Economics

سال:

2010

اشاعت:

2011

ناشر کتب:

Palgrave Macmillan

زبان:

english

صفحات:

279