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Financial Econometrics Modeling: Market Microstructure, Factor Models and Risk Measures
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Barnes and Noble
Financial Econometrics Modeling: Market Microstructure, Factor Models and Risk Measures
Current price: $109.99
Barnes and Noble
Financial Econometrics Modeling: Market Microstructure, Factor Models and Risk Measures
Current price: $109.99
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Size: Hardcover
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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.
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