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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (Paperback, 1st ed. 2011) Loot Price: R2,866
Discovery Miles 28 660
Repayment Terms: R269 pm x 12*
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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (Paperback, 1st ed. 2011): G....

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (Paperback, 1st ed. 2011)

G. Gregoriou, R. Pascalau

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Loot Price R2,866 Discovery Miles 28 660 | Repayment Terms: R269 pm x 12*

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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.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Release date: 2011
First published: 2011
Editors: G. Gregoriou • R. Pascalau
Dimensions: 229 x 152mm (L x W)
Format: Paperback
Pages: 257
Edition: 1st ed. 2011
ISBN-13: 978-1-349-32890-1
Categories: Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > Corporate finance
Books > Business & Economics > Business & management > Management & management techniques > General
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Money & Finance > Corporate finance
Promotions
LSN: 1-349-32890-1
Barcode: 9781349328901

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