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Financial Econometrics Modeling: Market Microst...
Edition Description
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...
Edition Details
Format:Hardcover
Language:English
ISBN:0230283624
Format: Hardcover
Condition:
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Financial Econometrics Modeling: Market Microst...
Edition Description
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...
Edition Details
Format:Paperback
Language:English
ISBN:1349328901
Format: Paperback
Condition:
$
109.99
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