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Financial Econometrics Modeling|G. Gregoriou

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

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Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9780230283626
  • ISBN-10: 0230283624
  • Publisher: Palgrave MacMillan
  • Publish Date: December 2010
  • Dimensions: 8.5 x 5.4 x 0.8 inches
  • Shipping Weight: 1.05 pounds
  • Page Count: 257

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