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Financial Econometrics Modeling: Market Microstructure

Factor Models and Financial Risk Measures

Printed Book
SR 540
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Author:Gregoriou, G.
Date of Publication: 2011
Book classification:Business & Management,English Books
No. of pages:280 Pages
Format:Paperback

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About this Product

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.
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Specifications

SKU9781349328901
Manufacturer Number9781349328901
year published2011
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