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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Greg N. (Edt) Gregoriou (Author)
·
Palgrave Macmillan
· Hardcover
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures - greg n. (edt) gregoriou
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Origin: U.S.A.
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Synopsis "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
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