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.
Prezzo: € 119,59
Prodotto al momento non disponibile.
Titolo: Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Autore:
Editore: Palgrave MacMillan
Data di Pubblicazione: 2011
Pagine: 00257
Formato: 2
ISBN: 9780230283626