• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

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

Hardcover

EconomicsInvesting & Finance

ISBN10: 0230283624
ISBN13: 9780230283626
Publisher: Palgrave MacMillan
Published: Dec 14 2010
Pages: 257
Weight: 1.05
Height: 0.80 Width: 5.40 Depth: 8.50
Language: English
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.

1 different editions

Also available

Also in

Economics